0.12Open0.28Pre Close1 Volume33 Open Interest54.00Strike Price12.00Turnover42.00%IV5.58%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.1257Delta0.0905Gamma366.14Leverage Ratio-0.0561Theta0.0007Rho46.03Eff Leverage0.0112Vega