0.03Open0.03Pre Close0 Volume475 Open Interest6.00Strike Price0.00Turnover78.46%IV26.48%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0442Delta0.0607Gamma270.67Leverage Ratio-0.0033Theta-0.0002Rho-11.97Eff Leverage0.0018Vega