0.08Open0.12Pre Close2 Volume945 Open Interest8.00Strike Price12.00Turnover40.94%IV0.25%PremiumDec 20, 2024Expiry Date0.02Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.5773Delta4.8961Gamma200.50Leverage Ratio-0.0747Theta0.0000Rho115.76Eff Leverage0.0008Vega