0.03Open0.03Pre Close0 Volume7.65K Open Interest16.00Strike Price0.00Turnover104.20%IV43.64%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0376Delta0.0383Gamma372.00Leverage Ratio-0.0068Theta0.0001Rho13.98Eff Leverage0.0017Vega