0.15Open0.15Pre Close0 Volume100 Open Interest20.00Strike Price0.00Turnover85.69%IV21.90%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1259Delta0.0810Gamma110.20Leverage Ratio-0.0222Theta0.0006Rho13.88Eff Leverage0.0062Vega