0.01Open0.01Pre Close12 Volume450 Open Interest23.00Strike Price12.00Turnover22.96%IV4.16%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0468Delta0.1876Gamma2209.00Leverage Ratio-0.0058Theta0.0001Rho103.38Eff Leverage0.0022Vega