0.02Open0.06Pre Close6 Volume250 Open Interest149.00Strike Price12.00Turnover23.07%IV2.80%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0159Delta0.0224Gamma7248.00Leverage Ratio-0.0100Theta0.0001Rho115.05Eff Leverage0.0031Vega