0.04Open0.05Pre Close3 Volume638 Open Interest20.00Strike Price12.00Turnover40.67%IV6.31%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1054Delta0.2259Gamma471.27Leverage Ratio-0.0176Theta0.0002Rho49.68Eff Leverage0.0036Vega