0.03Open0.03Pre Close0 Volume3.45K Open Interest15.00Strike Price0.00Turnover90.34%IV35.67%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0156Delta0.0078Gamma775.67Leverage Ratio-0.0045Theta-0.0002Rho-12.09Eff Leverage0.0022Vega