0.03Open0.56Pre Close4 Volume2 Open Interest74.50Strike Price12.00Turnover37.33%IV6.63%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0383Delta0.0260Gamma2658.67Leverage Ratio-0.0271Theta-0.0003Rho-101.88Eff Leverage0.0071Vega