0.05Open0.03Pre Close3 Volume3 Open Interest18.50Strike Price12.00Turnover100.63%IV14.50%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0415Delta0.0728Gamma808.75Leverage Ratio-0.0180Theta0.0000Rho33.58Eff Leverage0.0011Vega