0.12Open0.28Pre Close1 Volume33 Open Interest54.00Strike Price12.00Turnover41.89%IV5.56%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.1260Delta0.0909Gamma366.21Leverage Ratio-0.0561Theta0.0007Rho46.13Eff Leverage0.0113Vega