0.03Open0.06Pre Close4 Volume68 Open Interest37.00Strike Price12.00Turnover296.28%IV93.52%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0119Delta0.0059Gamma637.83Leverage Ratio-0.0166Theta0.0000Rho7.62Eff Leverage0.0006Vega