0.03Open0.03Pre Close0 Volume1.29K Open Interest12.50Strike Price0.00Turnover139.10%IV87.86%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0386Delta0.0387Gamma222.33Leverage Ratio-0.0044Theta0.0001Rho8.59Eff Leverage0.0013Vega