0.03Open0.03Pre Close0 Volume2.32K Open Interest18.00Strike Price0.00Turnover60.42%IV9.52%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0551Delta0.0889Gamma662.00Leverage Ratio-0.0156Theta-0.0001Rho-36.45Eff Leverage0.0023Vega