0.12Open0.23Pre Close1 Volume166 Open Interest100.00Strike Price12.00Turnover22.89%IV9.34%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0582Delta0.0237Gamma763.08Leverage Ratio-0.0145Theta0.0029Rho44.40Eff Leverage0.0249Vega