0.01Open0.03Pre Close12 Volume606 Open Interest12.50Strike Price12.00Turnover133.97%IV24.11%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0254Delta0.0548Gamma1008.00Leverage Ratio-0.0089Theta0.0000Rho25.58Eff Leverage0.0005Vega