0.11Open0.11Pre Close0 Volume5 Open Interest22.50Strike Price0.00Turnover58.72%IV3.62%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.2255Delta0.3490Gamma198.36Leverage Ratio-0.0817Theta0.0002Rho44.73Eff Leverage0.0044Vega