0.03Open0.03Pre Close0 Volume660 Open Interest4.00Strike Price0.00Turnover493.21%IV608.26%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1369Delta0.3311Gamma18.99Leverage Ratio-0.0035Theta0.0000Rho2.60Eff Leverage0.0003Vega