0.15Open0.15Pre Close0 Volume3.55K Open Interest40.00Strike Price0.00Turnover41.92%IV17.29%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0901Delta0.0433Gamma228.20Leverage Ratio-0.0124Theta0.0020Rho20.57Eff Leverage0.0145Vega