0.04Open0.07Pre Close3 Volume45 Open Interest89.00Strike Price12.00Turnover27.26%IV4.55%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0452Delta0.0438Gamma2129.13Leverage Ratio-0.0269Theta0.0003Rho96.26Eff Leverage0.0076Vega