0.03Open0.03Pre Close0 Volume530 Open Interest5.00Strike Price0.00Turnover237.36%IV181.01%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0775Delta0.1362Gamma59.67Leverage Ratio-0.0033Theta0.0001Rho4.63Eff Leverage0.0007Vega