0.01Open0.03Pre Close12 Volume305 Open Interest562.50Strike Price12.00Turnover239.24%IV23.87%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0012Delta0.0001Gamma45413.00Leverage Ratio-0.1582Theta0.0000Rho52.42Eff Leverage0.0005Vega