0.06Open0.04Pre Close2 Volume186 Open Interest124.00Strike Price12.00Turnover19.92%IV1.98%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0671Delta0.0847Gamma2703.33Leverage Ratio-0.0440Theta0.0003Rho181.49Eff Leverage0.0100Vega