0.05Open0.04Pre Close3 Volume229 Open Interest16.50Strike Price12.00Turnover41.93%IV2.20%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1605Delta0.6935Gamma561.33Leverage Ratio-0.0471Theta-0.0001Rho-90.11Eff Leverage0.0020Vega