0.03Open0.01Pre Close4 Volume145 Open Interest145.00Strike Price12.00Turnover52.09%IV26.45%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0085Delta0.0021Gamma3823.00Leverage Ratio-0.0093Theta0.0003Rho32.33Eff Leverage0.0049Vega