0.11Open0.11Pre Close0 Volume5 Open Interest44.00Strike Price0.00Turnover49.76%IV21.48%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0618Delta0.0283Gamma330.09Leverage Ratio-0.0126Theta0.0012Rho20.39Eff Leverage0.0105Vega