0.03Open0.05Pre Close3 Volume180 Open Interest44.50Strike Price12.00Turnover19.45%IV1.30%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1922Delta0.4803Gamma733.17Leverage Ratio-0.0480Theta0.0004Rho140.91Eff Leverage0.0080Vega