0.06Open0.12Pre Close2 Volume438 Open Interest22.00Strike Price12.00Turnover52.76%IV3.09%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.1666Delta0.3738Gamma377.33Leverage Ratio-0.0597Theta-0.0001Rho-62.87Eff Leverage0.0032Vega