0.15Open0.15Pre Close0 Volume145 Open Interest16.00Strike Price0.00Turnover27.50%IV3.46%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3196Delta0.4824Gamma104.07Leverage Ratio-0.0130Theta0.0014Rho33.26Eff Leverage0.0096Vega