0.35Open0.35Pre Close0 Volume1 Open Interest5.00Strike Price0.00Turnover143.03%IV13.35%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.4575Delta0.3424Gamma13.49Leverage Ratio-0.0221Theta0.0005Rho6.17Eff Leverage0.0032Vega