0.03Open0.03Pre Close4 Volume1 Open Interest84.50Strike Price12.00Turnover40.71%IV9.00%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0244Delta0.0173Gamma2585.00Leverage Ratio-0.0191Theta0.0002Rho63.17Eff Leverage0.0047Vega