0.04Open0.70Pre Close3 Volume11 Open Interest4.50Strike Price12.00Turnover109.18%IV45.05%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1107Delta0.2270Gamma78.25Leverage Ratio-0.0036Theta0.0002Rho8.66Eff Leverage0.0014Vega