0.03Open0.03Pre Close0 Volume2.40K Open Interest17.00Strike Price0.00Turnover64.53%IV28.28%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0194Delta0.0119Gamma788.67Leverage Ratio-0.0036Theta-0.0003Rho-15.31Eff Leverage0.0029Vega