0.04Open0.15Pre Close3 Volume623 Open Interest45.00Strike Price12.00Turnover55.98%IV21.53%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0292Delta0.0181Gamma926.50Leverage Ratio-0.0101Theta0.0003Rho27.03Eff Leverage0.0044Vega