0.12Open0.26Pre Close1 Volume128 Open Interest64.00Strike Price12.00Turnover18.89%IV2.13%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.2710Delta0.1806Gamma209.27Leverage Ratio-0.0373Theta0.0040Rho56.71Eff Leverage0.0321Vega