0.02Open0.02Pre Close0 Volume889 Open Interest9.00Strike Price0.00Turnover28.68%IV11.08%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0801Delta0.2629Gamma406.00Leverage Ratio-0.0020Theta0.0004Rho32.53Eff Leverage0.0029Vega