0.03Open0.03Pre Close0 Volume1.83K Open Interest31.12Strike Price0.00Turnover62.52%IV37.29%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0242Delta0.0164Gamma756.33Leverage Ratio-0.0044Theta0.0003Rho18.30Eff Leverage0.0032Vega