0.03Open0.03Pre Close0 Volume81 Open Interest14.00Strike Price0.00Turnover81.83%IV43.60%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0415Delta0.0466Gamma325.67Leverage Ratio-0.0040Theta0.0002Rho13.53Eff Leverage0.0021Vega