0.03Open0.03Pre Close0 Volume721 Open Interest40.00Strike Price0.00Turnover53.74%IV24.68%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0120Delta0.0045Gamma1769.00Leverage Ratio-0.0048Theta-0.0003Rho-21.25Eff Leverage0.0040Vega