0.11Open0.11Pre Close0 Volume2 Open Interest44.00Strike Price0.00Turnover153.40%IV19.44%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0642Delta0.0306Gamma335.73Leverage Ratio-0.0981Theta0.0001Rho21.57Eff Leverage0.0034Vega