0.04Open0.04Pre Close0 Volume854 Open Interest17.50Strike Price0.00Turnover50.47%IV15.70%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0675Delta0.0934Gamma379.00Leverage Ratio-0.0074Theta0.0003Rho25.57Eff Leverage0.0036Vega