0.20Open0.20Pre Close0 Volume2 Open Interest7.50Strike Price0.00Turnover840.86%IV355.62%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2654Delta0.1604Gamma8.45Leverage Ratio-0.0440Theta0.0001Rho2.24Eff Leverage0.0008Vega