0.06Open0.12Pre Close2 Volume438 Open Interest22.00Strike Price12.00Turnover67.37%IV3.60%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.1500Delta0.3067Gamma379.33Leverage Ratio-0.0982Theta-0.0001Rho-56.92Eff Leverage0.0026Vega