0.03Open0.03Pre Close0 Volume1 Open Interest35.00Strike Price0.00Turnover41.10%IV23.17%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0275Delta0.0214Gamma948.00Leverage Ratio-0.0040Theta0.0005Rho26.06Eff Leverage0.0046Vega