0.03Open0.03Pre Close24 Volume1.92K Open Interest0.50Strike Price130.00Turnover161.08%IV4.14%PremiumJan 17, 2025Expiry Date0.04Intrinsic Value100Multiplier11DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.5574Delta3.0490Gamma6.13Leverage Ratio-0.0023Theta-0.0001Rho-3.41Eff Leverage0.0003Vega