0.04Open0.04Pre Close0 Volume388 Open Interest27.50Strike Price0.00Turnover96.06%IV37.70%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0328Delta0.0222Gamma500.00Leverage Ratio-0.0106Theta0.0002Rho16.38Eff Leverage0.0025Vega