0.04Open0.04Pre Close0 Volume28 Open Interest15.00Strike Price0.00Turnover65.05%IV19.37%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0675Delta0.0928Gamma315.00Leverage Ratio-0.0083Theta0.0002Rho21.27Eff Leverage0.0028Vega