0.51Open0.52Pre Close215 Volume4.64K Open Interest13.00Strike Price12.02KTurnover61.95%IV0.15%PremiumJan 17, 2025Expiry Date0.56Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.8051Delta0.3995Gamma21.19Leverage Ratio-0.0407Theta0.0007Rho17.06Eff Leverage0.0031Vega