0.37Open0.37Pre Close0 Volume2 Open Interest23.00Strike Price0.00Turnover163.88%IV71.46%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.1495Delta0.0409Gamma36.84Leverage Ratio-0.0280Theta0.0011Rho5.51Eff Leverage0.0081Vega