0.03Open0.03Pre Close0 Volume6.19K Open Interest34.00Strike Price0.00Turnover38.54%IV7.25%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0539Delta0.0820Gamma1057.67Leverage Ratio-0.0151Theta0.0002Rho57.04Eff Leverage0.0038Vega