0.03Open0.03Pre Close0 Volume3.75K Open Interest41.00Strike Price0.00Turnover48.08%IV10.00%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0388Delta0.0429Gamma1243.33Leverage Ratio-0.0164Theta0.0002Rho48.27Eff Leverage0.0034Vega