0.03Open0.03Pre Close0 Volume16 Open Interest24.00Strike Price0.00Turnover57.59%IV17.33%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0419Delta0.0492Gamma682.67Leverage Ratio-0.0088Theta0.0002Rho28.59Eff Leverage0.0028Vega