0.03Open0.03Pre Close0 Volume475 Open Interest6.00Strike Price0.00Turnover102.88%IV26.75%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0438Delta0.0597Gamma271.67Leverage Ratio-0.0055Theta-0.0001Rho-11.91Eff Leverage0.0014Vega