0.03Open0.03Pre Close0 Volume592 Open Interest4.50Strike Price0.00Turnover111.20%IV33.63%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0997Delta0.2539Gamma113.00Leverage Ratio-0.0049Theta0.0001Rho11.27Eff Leverage0.0011Vega