0.02Open0.01Pre Close6 Volume54 Open Interest118.00Strike Price12.00Turnover221.37%IV7.93%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0155Delta0.0106Gamma5467.50Leverage Ratio-0.7736Theta0.0000Rho84.51Eff Leverage0.0006Vega