0.06Open0.16Pre Close2 Volume1 Open Interest162.50Strike Price12.00Turnover45.86%IV7.07%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0299Delta0.0129Gamma2530.33Leverage Ratio-0.0552Theta0.0003Rho75.70Eff Leverage0.0078Vega