0.02Open0.01Pre Close6 Volume167 Open Interest11.00Strike Price12.00Turnover209.11%IV17.19%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0346Delta0.0545Gamma663.00Leverage Ratio-0.0542Theta0.0000Rho-22.97Eff Leverage0.0005Vega