0.01Open0.05Pre Close4 Volume263 Open Interest19.50Strike Price12.00Turnover74.12%IV10.20%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0918Delta0.1370Gamma354.80Leverage Ratio-0.0295Theta0.0001Rho32.57Eff Leverage0.0027Vega