0.06Open0.04Pre Close2 Volume100 Open Interest472.50Strike Price12.00Turnover39.22%IV5.29%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0177Delta0.0043Gamma6904.85Leverage Ratio-0.0650Theta0.0003Rho122.36Eff Leverage0.0114Vega