0.03Open0.03Pre Close0 Volume349 Open Interest16.00Strike Price0.00Turnover123.13%IV78.51%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0325Delta0.0280Gamma299.33Leverage Ratio-0.0045Theta0.0001Rho9.74Eff Leverage0.0015Vega