0.06Open0.12Pre Close2 Volume223 Open Interest160.00Strike Price12.00Turnover53.88%IV15.99%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0255Delta0.0034Gamma1087.94Leverage Ratio-0.0454Theta-0.0013Rho-27.78Eff Leverage0.0193Vega