0.02Open0.02Pre Close11 Volume668 Open Interest970.00Strike Price12.00Turnover65.48%IV14.35%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0010Delta0.0001Gamma84826.00Leverage Ratio-0.0100Theta0.0000Rho84.86Eff Leverage0.0019Vega