0.03Open0.03Pre Close0 Volume350 Open Interest4.00Strike Price0.00Turnover88.82%IV23.62%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1223Delta0.3812Gamma108.67Leverage Ratio-0.0044Theta0.0001Rho13.29Eff Leverage0.0012Vega