0.00Open11.60Pre Close0 Volume2 Open Interest165.00Strike Price0.00Turnover572.12%IV100.64%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry11.60Extrinsic Value100Contract SizeAmericanOptions Type0.3541Delta0.0052Gamma7.59Leverage Ratio-1.8723Theta0.0039Rho2.69Eff Leverage0.0462Vega