0.06Open0.40Pre Close2 Volume383 Open Interest88.00Strike Price12.00Turnover28.27%IV3.14%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0760Delta0.0806Gamma1423.00Leverage Ratio-0.0510Theta0.0003Rho108.08Eff Leverage0.0090Vega