0.15Open0.15Pre Close0 Volume61 Open Interest25.00Strike Price0.00Turnover113.90%IV36.68%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0904Delta0.0419Gamma122.67Leverage Ratio-0.0248Theta0.0005Rho11.09Eff Leverage0.0056Vega