0.30Open0.30Pre Close0 Volume30 Open Interest17.50Strike Price0.00Turnover51.66%IV3.55%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4381Delta0.2717Gamma38.20Leverage Ratio-0.0310Theta0.0019Rho16.73Eff Leverage0.0111Vega