0.03Open0.03Pre Close0 Volume37 Open Interest87.50Strike Price0.00Turnover36.04%IV11.43%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0204Delta0.0121Gamma2618.33Leverage Ratio-0.0119Theta0.0003Rho53.47Eff Leverage0.0056Vega