0.01Open0.01Pre Close12 Volume621 Open Interest452.50Strike Price12.00Turnover54.28%IV6.58%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0033Delta0.0010Gamma42456.00Leverage Ratio-0.0625Theta0.0000Rho141.42Eff Leverage0.0018Vega