0.03Open0.05Pre Close4 Volume2.37K Open Interest35.00Strike Price12.00Turnover199.41%IV77.37%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0178Delta0.0087Gamma658.33Leverage Ratio-0.0154Theta0.0001Rho11.70Eff Leverage0.0011Vega