0.35Open0.35Pre Close0 Volume203 Open Interest5.00Strike Price0.00Turnover88.72%IV9.86%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.4951Delta0.3957Gamma13.91Leverage Ratio-0.0105Theta0.0011Rho6.89Eff Leverage0.0045Vega