0.06Open1.58Pre Close2 Volume1.45K Open Interest110.00Strike Price12.00Turnover82.45%IV19.05%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0127Delta0.0025Gamma2263.67Leverage Ratio-0.0346Theta-0.0002Rho-28.78Eff Leverage0.0052Vega