0.06Open0.12Pre Close2 Volume93 Open Interest197.50Strike Price12.00Turnover46.14%IV5.45%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0114Delta0.0059Gamma3480.33Leverage Ratio-0.0200Theta-0.0001Rho-39.83Eff Leverage0.0033Vega