0.00Open0.30Pre Close0 Volume30 Open Interest17.50Strike Price0.00Turnover59.01%IV3.85%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4313Delta0.2246Gamma62.33Leverage Ratio-0.0328Theta0.0021Rho26.88Eff Leverage0.0117Vega