0.03Open0.04Pre Close4 Volume298 Open Interest45.00Strike Price12.00Turnover905.61%IV14.87%PremiumMay 17, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.03Time Value100Contract SizeAmericanOptions Type0.0286Delta0.0234Gamma1306.67Leverage Ratio-3.7582Theta0.0000Rho37.40Eff Leverage0.0002Vega