0.04Open0.04Pre Close0 Volume1.49K Open Interest4.50Strike Price0.00Turnover217.42%IV135.23%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0994Delta0.1669Gamma48.25Leverage Ratio-0.0040Theta0.0001Rho4.79Eff Leverage0.0008Vega