0.03Open0.04Pre Close4 Volume724 Open Interest7.50Strike Price12.00Turnover526.61%IV263.77%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0621Delta0.0863Gamma69.00Leverage Ratio-0.0126Theta0.0000Rho4.28Eff Leverage0.0003Vega