0.11Open0.11Pre Close0 Volume49 Open Interest15.00Strike Price0.00Turnover144.48%IV45.57%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0970Delta0.0643Gamma94.36Leverage Ratio-0.0194Theta0.0003Rho9.16Eff Leverage0.0032Vega