0.11Open0.11Pre Close0 Volume11 Open Interest19.00Strike Price0.00Turnover113.71%IV53.13%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0797Delta0.0439Gamma113.45Leverage Ratio-0.0120Theta0.0005Rho9.04Eff Leverage0.0044Vega