0.04Open0.04Pre Close0 Volume82 Open Interest3.00Strike Price0.00Turnover880.72%IV393.51%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1716Delta0.3869Gamma15.40Leverage Ratio-0.0148Theta0.0000Rho2.64Eff Leverage0.0002Vega