0.04Open0.13Pre Close3 Volume152 Open Interest377.50Strike Price12.00Turnover67.99%IV9.28%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0191Delta0.0023Gamma2971.93Leverage Ratio-0.1365Theta-0.0004Rho-56.67Eff Leverage0.0135Vega