0.03Open0.03Pre Close0 Volume3.83K Open Interest85.00Strike Price0.00Turnover35.90%IV22.43%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0142Delta0.0058Gamma2315.00Leverage Ratio-0.0048Theta0.0006Rho32.78Eff Leverage0.0062Vega