0.06Open0.11Pre Close2 Volume64 Open Interest75.00Strike Price12.00Turnover193.15%IV26.90%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0241Delta0.0082Gamma985.83Leverage Ratio-0.0600Theta0.0000Rho23.72Eff Leverage0.0020Vega