0.15Open0.15Pre Close0 Volume12 Open Interest0.50Strike Price0.00Turnover487.97%IV15.04%PremiumJan 17, 2025Expiry Date0.07Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.6907Delta1.1427Gamma3.77Leverage Ratio-0.0127Theta0.0000Rho2.60Eff Leverage0.0002Vega