0.35Open0.35Pre Close0 Volume47 Open Interest7.50Strike Price0.00Turnover194.62%IV39.41%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1097Delta0.0349Gamma33.71Leverage Ratio-0.0251Theta-0.0008Rho-3.70Eff Leverage0.0052Vega