0.01Open0.01Pre Close0 Volume635 Open Interest7.00Strike Price0.00Turnover31.87%IV8.51%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0686Delta0.3911Gamma646.00Leverage Ratio-0.0022Theta0.0001Rho44.30Eff Leverage0.0014Vega