0.15Open0.15Pre Close0 Volume775 Open Interest5.00Strike Price0.00Turnover182.39%IV61.95%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2218Delta0.2064Gamma21.20Leverage Ratio-0.0096Theta0.0003Rho4.70Eff Leverage0.0024Vega