0.03Open0.03Pre Close0 Volume3 Open Interest8.85Strike Price0.00Turnover96.82%IV25.76%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0350Delta0.0379Gamma396.00Leverage Ratio-0.0065Theta-0.0001Rho-13.85Eff Leverage0.0016Vega