0.03Open0.03Pre Close0 Volume11 Open Interest26.55Strike Price0.00Turnover71.86%IV45.88%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0253Delta0.0177Gamma607.33Leverage Ratio-0.0041Theta0.0003Rho15.38Eff Leverage0.0027Vega