0.30Open0.30Pre Close0 Volume2 Open Interest12.00Strike Price0.00Turnover50.69%IV9.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3396Delta0.2578Gamma37.57Leverage Ratio-0.0120Theta0.0022Rho12.76Eff Leverage0.0103Vega