0.03Open0.03Pre Close0 Volume561 Open Interest15.00Strike Price0.00Turnover34.37%IV14.38%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0648Delta0.1155Gamma438.00Leverage Ratio-0.0033Theta0.0005Rho28.38Eff Leverage0.0040Vega