0.03Open0.03Pre Close0 Volume4.46K Open Interest2.50Strike Price0.00Turnover142.29%IV64.29%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1254Delta0.3698Gamma51.33Leverage Ratio-0.0024Theta0.0001Rho6.44Eff Leverage0.0008Vega