0.03Open0.03Pre Close0 Volume268 Open Interest12.00Strike Price0.00Turnover29.26%IV9.26%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0951Delta0.2450Gamma367.00Leverage Ratio-0.0036Theta0.0005Rho34.91Eff Leverage0.0040Vega