0.11Open0.11Pre Close0 Volume247 Open Interest15.00Strike Price0.00Turnover730.27%IV81.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0046Delta0.0002Gamma726.27Leverage Ratio-0.0778Theta0.0000Rho-3.33Eff Leverage0.0011Vega