0.06Open0.05Pre Close2 Volume427 Open Interest19.00Strike Price12.00Turnover67.48%IV12.91%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0921Delta0.1140Gamma281.33Leverage Ratio-0.0195Theta0.0002Rho25.91Eff Leverage0.0035Vega