0.10Open0.13Pre Close685 Volume2.34K Open Interest7.50Strike Price12.11KTurnover67.85%IV0.65%PremiumJan 10, 2025Expiry Date0.20Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.7297Delta0.9555Gamma29.62Leverage Ratio-0.0405Theta0.0002Rho21.61Eff Leverage0.0017Vega