0.03Open0.20Pre Close4 Volume54 Open Interest195.00Strike Price12.00Turnover39.38%IV4.27%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0212Delta0.0133Gamma6235.00Leverage Ratio-0.0909Theta0.0001Rho132.45Eff Leverage0.0050Vega