0.01Open0.03Pre Close12 Volume306 Open Interest562.50Strike Price12.00Turnover139.53%IV23.87%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0012Delta0.0001Gamma45413.00Leverage Ratio-0.0539Theta0.0000Rho52.44Eff Leverage0.0009Vega