0.12Open0.15Pre Close1 Volume12 Open Interest61.00Strike Price12.00Turnover32.01%IV1.85%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.1846Delta0.2259Gamma516.92Leverage Ratio-0.1132Theta-0.0004Rho-95.40Eff Leverage0.0098Vega