0.05Open0.04Pre Close2 Volume77 Open Interest98.00Strike Price12.00Turnover43.52%IV8.97%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0408Delta0.0203Gamma1285.71Leverage Ratio-0.0372Theta0.0004Rho52.43Eff Leverage0.0087Vega