0.03Open0.03Pre Close0 Volume100 Open Interest1.00Strike Price0.00Turnover220.71%IV81.66%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.2178Delta0.9646Gamma18.92Leverage Ratio-0.0021Theta0.0001Rho4.12Eff Leverage0.0004Vega