0.03Open0.05Pre Close4 Volume3.15K Open Interest35.00Strike Price12.00Turnover95.24%IV32.94%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0232Delta0.0152Gamma878.33Leverage Ratio-0.0117Theta0.0001Rho20.38Eff Leverage0.0021Vega