0.03Open0.03Pre Close0 Volume2.72K Open Interest95.00Strike Price0.00Turnover64.96%IV28.59%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0114Delta0.0038Gamma2463.33Leverage Ratio-0.0106Theta0.0002Rho28.05Eff Leverage0.0036Vega