0.03Open0.06Pre Close4 Volume68 Open Interest37.00Strike Price12.00Turnover308.98%IV94.28%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0165Delta0.0074Gamma635.33Leverage Ratio-0.0242Theta0.0000Rho10.51Eff Leverage0.0007Vega