0.03Open0.03Pre Close0 Volume1.11K Open Interest5.00Strike Price0.00Turnover89.70%IV41.69%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0871Delta0.1938Gamma118.33Leverage Ratio-0.0027Theta0.0002Rho10.31Eff Leverage0.0014Vega