0.03Open0.05Pre Close4 Volume73 Open Interest101.00Strike Price12.00Turnover74.51%IV5.20%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0305Delta0.0269Gamma3201.33Leverage Ratio-0.1766Theta0.0000Rho97.57Eff Leverage0.0024Vega