0.02Open0.02Pre Close0 Volume215 Open Interest22.00Strike Price0.00Turnover15.12%IV4.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0764Delta0.2438Gamma1055.00Leverage Ratio-0.0035Theta0.0005Rho80.63Eff Leverage0.0056Vega