0.04Open0.04Pre Close0 Volume396 Open Interest25.00Strike Price0.00Turnover1360.85%IV1841.09%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0777Delta0.0806Gamma32.25Leverage Ratio-0.0268Theta0.0000Rho2.50Eff Leverage0.0002Vega