0.03Open0.03Pre Close4 Volume1 Open Interest84.50Strike Price12.00Turnover40.66%IV8.87%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0243Delta0.0171Gamma2588.00Leverage Ratio-0.0189Theta0.0002Rho62.84Eff Leverage0.0047Vega