0.03Open0.06Pre Close4 Volume187 Open Interest146.00Strike Price12.00Turnover48.57%IV7.56%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0182Delta0.0075Gamma3947.75Leverage Ratio-0.0367Theta-0.0002Rho-71.96Eff Leverage0.0055Vega