0.04Open0.04Pre Close0 Volume41 Open Interest7.50Strike Price0.00Turnover84.85%IV27.85%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0436Delta0.0445Gamma258.50Leverage Ratio-0.0045Theta-0.0002Rho-11.27Eff Leverage0.0023Vega