0.01Open0.02Pre Close12 Volume237 Open Interest66.50Strike Price12.00Turnover190.44%IV24.78%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0033Delta0.0011Gamma8839.71Leverage Ratio-0.0100Theta0.0000Rho-29.46Eff Leverage0.0005Vega