0.01Open0.02Pre Close11 Volume361 Open Interest5.50Strike Price12.00Turnover1176.18%IV165.38%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0528Delta0.0999Gamma104.00Leverage Ratio-0.0767Theta0.0000Rho5.49Eff Leverage0.0001Vega