0.03Open0.03Pre Close0 Volume18 Open Interest16.00Strike Price0.00Turnover46.68%IV20.71%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0514Delta0.0727Gamma442.67Leverage Ratio-0.0038Theta0.0004Rho22.74Eff Leverage0.0033Vega