0.05Open0.10Pre Close3 Volume8 Open Interest32.50Strike Price12.00Turnover21.07%IV3.73%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0640Delta0.1729Gamma1567.50Leverage Ratio-0.0096Theta0.0002Rho100.29Eff Leverage0.0043Vega