0.02Open0.02Pre Close0 Volume897 Open Interest9.00Strike Price0.00Turnover37.20%IV10.67%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0812Delta0.2702Gamma407.50Leverage Ratio-0.0034Theta0.0002Rho33.10Eff Leverage0.0022Vega