0.03Open0.03Pre Close0 Volume2 Open Interest7.50Strike Price0.00Turnover93.48%IV43.70%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0649Delta0.1103Gamma174.67Leverage Ratio-0.0036Theta0.0002Rho11.34Eff Leverage0.0016Vega