0.03Open0.05Pre Close4 Volume2.38K Open Interest65.00Strike Price12.00Turnover52.07%IV21.19%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0179Delta0.0092Gamma1788.67Leverage Ratio-0.0091Theta0.0003Rho32.00Eff Leverage0.0040Vega