0.04Open0.06Pre Close3.63K Volume29.83K Open Interest8.50Strike Price12.22KTurnover65.92%IV9.84%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0992Delta0.3180Gamma222.14Leverage Ratio-0.0108Theta0.0001Rho22.04Eff Leverage0.0015Vega