0.12Open0.28Pre Close1 Volume33 Open Interest54.00Strike Price12.00Turnover42.02%IV5.52%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.1257Delta0.0905Gamma366.36Leverage Ratio-0.0562Theta0.0007Rho46.06Eff Leverage0.0112Vega