0.07Open0.07Pre Close0 Volume364 Open Interest4.50Strike Price0.00Turnover295.90%IV175.30%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1510Delta0.1971Gamma23.71Leverage Ratio-0.0065Theta0.0001Rho3.58Eff Leverage0.0009Vega