0.06Open0.12Pre Close2 Volume438 Open Interest22.00Strike Price12.00Turnover57.28%IV3.50%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.1539Delta0.3217Gamma378.92Leverage Ratio-0.0596Theta-0.0001Rho-58.31Eff Leverage0.0031Vega