0.12Open0.25Pre Close1 Volume68 Open Interest0.50Strike Price12.00Turnover195.71%IV17.65%PremiumJan 17, 2025Expiry Date0.03Intrinsic Value100Multiplier24DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.6483Delta1.3854Gamma4.40Leverage Ratio-0.0021Theta0.0001Rho2.85Eff Leverage0.0005Vega