0.12Open0.05Pre Close1 Volume565 Open Interest40.00Strike Price12.00Turnover80.78%IV29.19%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.0322Delta0.0065Gamma375.47Leverage Ratio-0.0178Theta-0.0010Rho-12.08Eff Leverage0.0099Vega