0.03Open0.03Pre Close0 Volume1.56K Open Interest42.00Strike Price0.00Turnover101.26%IV35.88%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0070Delta0.0016Gamma2182.00Leverage Ratio-0.0086Theta-0.0001Rho-15.30Eff Leverage0.0024Vega