0.03Open0.03Pre Close0 Volume20.69K Open Interest3.00Strike Price0.00Turnover132.96%IV61.17%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1121Delta0.3019Gamma62.67Leverage Ratio-0.0026Theta0.0001Rho7.03Eff Leverage0.0009Vega