0.11Open0.11Pre Close0 Volume442 Open Interest12.00Strike Price0.00Turnover811.08%IV900.83%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1950Delta0.1574Gamma11.00Leverage Ratio-0.0203Theta0.0000Rho2.15Eff Leverage0.0006Vega