0.00Open11.60Pre Close0 Volume2 Open Interest165.00Strike Price0.00Turnover571.13%IV99.81%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry11.60Extrinsic Value100Contract SizeAmericanOptions Type0.3540Delta0.0052Gamma7.62Leverage Ratio-1.8738Theta0.0039Rho2.70Eff Leverage0.0462Vega