0.07Open0.10Pre Close2 Volume356 Open Interest8.50Strike Price12.00Turnover47.03%IV1.54%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.3943Delta1.4058Gamma112.27Leverage Ratio-0.0361Theta0.0002Rho44.26Eff Leverage0.0022Vega