0.03Open0.10Pre Close3 Volume129 Open Interest23.50Strike Price12.00Turnover99.79%IV4.66%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1379Delta0.2526Gamma375.17Leverage Ratio-0.1737Theta0.0000Rho51.72Eff Leverage0.0019Vega