0.04Open0.04Pre Close0 Volume695 Open Interest11.00Strike Price0.00Turnover56.77%IV16.09%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0909Delta0.1656Gamma237.75Leverage Ratio-0.0066Theta0.0003Rho21.61Eff Leverage0.0028Vega