0.06Open0.05Pre Close2 Volume806 Open Interest12.50Strike Price12.00Turnover171.47%IV82.03%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0647Delta0.0523Gamma115.00Leverage Ratio-0.0098Theta0.0002Rho7.45Eff Leverage0.0018Vega