0.15Open0.15Pre Close0 Volume364 Open Interest77.50Strike Price0.00Turnover25.65%IV8.21%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0862Delta0.0406Gamma478.40Leverage Ratio-0.0192Theta0.0027Rho41.23Eff Leverage0.0237Vega