0.03Open0.05Pre Close4 Volume6 Open Interest115.00Strike Price12.00Turnover44.34%IV6.46%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0200Delta0.0120Gamma4097.00Leverage Ratio-0.0284Theta-0.0001Rho-82.12Eff Leverage0.0044Vega