0.03Open0.06Pre Close4 Volume1.16K Open Interest17.50Strike Price12.00Turnover451.70%IV11.50%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0474Delta0.0666Gamma658.00Leverage Ratio-0.6965Theta0.0000Rho-31.21Eff Leverage0.0003Vega