0.10Open0.05Pre Close643 Volume1.40K Open Interest19.00Strike Price12.06KTurnover24.56%IV3.09%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.3378Delta0.4575Gamma106.37Leverage Ratio-0.0141Theta0.0019Rho35.94Eff Leverage0.0119Vega