0.01Open0.01Pre Close12 Volume395 Open Interest2.50Strike Price12.00Turnover198.36%IV24.88%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0793Delta0.5001Gamma201.00Leverage Ratio-0.0085Theta0.0000Rho15.94Eff Leverage0.0002Vega