0.06Open0.08Pre Close2 Volume98 Open Interest77.50Strike Price12.00Turnover36.36%IV24.86%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0247Delta0.0086Gamma1035.33Leverage Ratio-0.0061Theta0.0013Rho25.54Eff Leverage0.0106Vega