0.06Open0.10Pre Close2 Volume559 Open Interest130.00Strike Price12.00Turnover80.32%IV64.53%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0113Delta0.0018Gamma1317.50Leverage Ratio-0.0096Theta0.0006Rho14.95Eff Leverage0.0061Vega