0.04Open0.15Pre Close3 Volume620 Open Interest45.00Strike Price12.00Turnover56.40%IV21.53%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0292Delta0.0181Gamma926.50Leverage Ratio-0.0102Theta0.0003Rho27.03Eff Leverage0.0043Vega