0.05Open0.05Pre Close0 Volume3.04K Open Interest4.00Strike Price0.00Turnover95.02%IV27.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1996Delta0.3727Gamma42.40Leverage Ratio-0.0047Theta0.0003Rho8.46Eff Leverage0.0022Vega