0.04Open0.04Pre Close0 Volume2.66K Open Interest20.00Strike Price0.00Turnover93.42%IV53.68%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0371Delta0.0277Gamma326.00Leverage Ratio-0.0055Theta0.0003Rho12.09Eff Leverage0.0025Vega