0.05Open0.04Pre Close3 Volume229 Open Interest16.50Strike Price12.00Turnover52.82%IV2.20%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1607Delta0.6948Gamma561.33Leverage Ratio-0.0750Theta0.0000Rho-90.20Eff Leverage0.0016Vega