0.04Open0.06Pre Close3 Volume86 Open Interest61.00Strike Price12.00Turnover34.51%IV5.41%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0356Delta0.0373Gamma1074.08Leverage Ratio-0.0204Theta-0.0002Rho-38.23Eff Leverage0.0048Vega