0.20Open0.20Pre Close0 Volume52 Open Interest4.00Strike Price0.00Turnover86.00%IV12.04%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.3125Delta0.3996Gamma21.60Leverage Ratio-0.0075Theta-0.0008Rho-6.75Eff Leverage0.0037Vega