0.03Open0.03Pre Close0 Volume2.45K Open Interest4.00Strike Price0.00Turnover443.94%IV79.07%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0055Delta0.0012Gamma632.33Leverage Ratio-0.0102Theta0.0000Rho-3.48Eff Leverage0.0005Vega