0.03Open0.03Pre Close0 Volume2.45K Open Interest40.00Strike Price0.00Turnover53.41%IV26.68%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0231Delta0.0152Gamma1053.33Leverage Ratio-0.0057Theta0.0003Rho24.36Eff Leverage0.0037Vega