0.20Open0.20Pre Close0 Volume37 Open Interest17.50Strike Price0.00Turnover85.22%IV7.04%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.2272Delta0.1843Gamma82.71Leverage Ratio-0.0651Theta-0.0005Rho-18.79Eff Leverage0.0058Vega