0.03Open0.03Pre Close0 Volume3.17K Open Interest17.00Strike Price0.00Turnover64.93%IV29.02%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0421Delta0.0487Gamma440.00Leverage Ratio-0.0048Theta0.0002Rho18.51Eff Leverage0.0025Vega