0.05Open0.41Pre Close2 Volume3 Open Interest222.50Strike Price12.00Turnover58.12%IV6.58%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0227Delta0.0066Gamma3401.29Leverage Ratio-0.0700Theta-0.0002Rho-77.37Eff Leverage0.0076Vega