0.03Open0.03Pre Close0 Volume682 Open Interest4.00Strike Price0.00Turnover351.60%IV141.32%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0883Delta0.1781Gamma55.67Leverage Ratio-0.0080Theta0.0000Rho4.92Eff Leverage0.0004Vega