0.03Open0.03Pre Close0 Volume861 Open Interest5.00Strike Price0.00Turnover575.67%IV1020.27%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1524Delta0.3759Gamma14.97Leverage Ratio-0.0034Theta0.0000Rho2.28Eff Leverage0.0003Vega