0.01Open0.06Pre Close11 Volume2 Open Interest38.50Strike Price12.00Turnover183.88%IV20.83%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0115Delta0.0115Gamma3187.00Leverage Ratio-0.0484Theta0.0000Rho36.55Eff Leverage0.0004Vega