0.03Open0.03Pre Close0 Volume2.46K Open Interest45.00Strike Price0.00Turnover29.94%IV16.18%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0277Delta0.0219Gamma1292.00Leverage Ratio-0.0040Theta0.0007Rho35.73Eff Leverage0.0062Vega