0.03Open0.06Pre Close4 Volume1.16K Open Interest17.50Strike Price12.00Turnover342.58%IV11.32%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0471Delta0.0658Gamma656.67Leverage Ratio-0.3961Theta0.0000Rho-30.94Eff Leverage0.0004Vega