0.12Open0.20Pre Close1 Volume409 Open Interest82.50Strike Price12.00Turnover118.38%IV28.57%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0366Delta0.0093Gamma535.50Leverage Ratio-0.0635Theta0.0003Rho19.61Eff Leverage0.0058Vega