0.00Open11.60Pre Close0 Volume2 Open Interest165.00Strike Price0.00Turnover570.34%IV99.64%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry11.60Extrinsic Value100Contract SizeAmericanOptions Type0.3539Delta0.0052Gamma7.63Leverage Ratio-1.8757Theta0.0039Rho2.70Eff Leverage0.0463Vega