0.01Open0.02Pre Close12 Volume237 Open Interest66.50Strike Price12.00Turnover190.27%IV24.66%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0033Delta0.0011Gamma8825.03Leverage Ratio-0.0100Theta0.0000Rho-29.37Eff Leverage0.0005Vega