0.02Open0.06Pre Close6 Volume250 Open Interest149.00Strike Price12.00Turnover22.38%IV2.37%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0282Delta0.0348Gamma7278.25Leverage Ratio-0.0200Theta0.0001Rho205.09Eff Leverage0.0054Vega