0.03Open0.03Pre Close0 Volume530 Open Interest22.00Strike Price0.00Turnover27.68%IV12.46%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0539Delta0.0810Gamma653.00Leverage Ratio-0.0033Theta0.0006Rho35.18Eff Leverage0.0053Vega