0.03Open0.03Pre Close0 Volume2.88K Open Interest15.00Strike Price0.00Turnover235.32%IV251.99%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0360Delta0.0310Gamma142.33Leverage Ratio-0.0041Theta0.0001Rho5.13Eff Leverage0.0009Vega