0.02Open0.02Pre Close0 Volume42 Open Interest20.00Strike Price0.00Turnover80.81%IV18.32%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0345Delta0.0504Gamma846.00Leverage Ratio-0.0110Theta0.0001Rho29.20Eff Leverage0.0014Vega