0.02Open0.02Pre Close0 Volume897 Open Interest9.00Strike Price0.00Turnover36.94%IV10.67%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0812Delta0.2702Gamma407.50Leverage Ratio-0.0033Theta0.0002Rho33.11Eff Leverage0.0023Vega