0.03Open0.03Pre Close0 Volume1.39K Open Interest12.50Strike Price0.00Turnover79.02%IV39.53%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0466Delta0.0586Gamma299.33Leverage Ratio-0.0040Theta0.0002Rho13.96Eff Leverage0.0021Vega