0.01Open0.05Pre Close12 Volume36 Open Interest15.50Strike Price12.00Turnover55.80%IV11.78%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0321Delta0.0884Gamma1387.50Leverage Ratio-0.0060Theta0.0000Rho44.53Eff Leverage0.0010Vega