0.10Open0.05Pre Close640 Volume1.40K Open Interest19.00Strike Price12.01KTurnover25.45%IV4.35%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2582Delta0.3935Gamma147.20Leverage Ratio-0.0125Theta0.0014Rho38.01Eff Leverage0.0104Vega