0.03Open0.03Pre Close4.02K Volume698 Open Interest24.50Strike Price12.06KTurnover44.13%IV5.08%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0553Delta0.1327Gamma1289.50Leverage Ratio-0.0174Theta-0.0001Rho-71.25Eff Leverage0.0021Vega