0.40Open0.40Pre Close0 Volume5 Open Interest6.00Strike Price0.00Turnover363.15%IV71.12%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.3407Delta0.1523Gamma9.35Leverage Ratio-0.0391Theta0.0003Rho3.19Eff Leverage0.0024Vega