0.40Open0.40Pre Close0 Volume45 Open Interest10.00Strike Price0.00Turnover61.06%IV5.05%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.4914Delta0.3618Gamma24.75Leverage Ratio-0.0190Theta0.0015Rho12.16Eff Leverage0.0072Vega