0.04Open0.30Pre Close3 Volume26 Open Interest272.50Strike Price12.00Turnover20.08%IV2.13%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0337Delta0.0248Gamma6671.50Leverage Ratio-0.0400Theta0.0003Rho225.11Eff Leverage0.0113Vega