0.30Open0.30Pre Close0 Volume20 Open Interest14.00Strike Price0.00Turnover143.51%IV31.07%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2087Delta0.1001Gamma36.37Leverage Ratio-0.0339Theta0.0007Rho7.59Eff Leverage0.0057Vega