0.03Open0.03Pre Close0 Volume1.38K Open Interest3.50Strike Price0.00Turnover111.83%IV48.32%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1062Delta0.2786Gamma79.33Leverage Ratio-0.0027Theta0.0001Rho8.43Eff Leverage0.0011Vega