0.00Open0.15Pre Close0 Volume2.36K Open Interest85.00Strike Price0.00Turnover18.98%IV7.12%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0887Delta0.0431Gamma529.93Leverage Ratio-0.0141Theta0.0042Rho47.00Eff Leverage0.0315Vega