0.03Open0.17Pre Close4 Volume292 Open Interest40.00Strike Price12.00Turnover41.32%IV24.67%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0241Delta0.0166Gamma1070.33Leverage Ratio-0.0040Theta0.0005Rho25.84Eff Leverage0.0047Vega