0.01Open0.02Pre Close12 Volume855 Open Interest33.00Strike Price12.00Turnover54.84%IV11.86%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0303Delta0.0396Gamma1475.50Leverage Ratio-0.0118Theta0.0001Rho44.77Eff Leverage0.0022Vega