0.05Open0.05Pre Close6 Volume173 Open Interest116.00Strike Price12.00Turnover620.95%IV1.85%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0553Delta0.0879Gamma3938.33Leverage Ratio-61.9853Theta0.0000Rho-217.82Eff Leverage0.0002Vega