0.03Open0.02Pre Close3 Volume391 Open Interest30.00Strike Price12.00Turnover35.22%IV3.78%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0835Delta0.1930Gamma964.50Leverage Ratio-0.0230Theta0.0001Rho80.51Eff Leverage0.0035Vega