0.03Open0.03Pre Close0 Volume2.22K Open Interest4.00Strike Price0.00Turnover225.34%IV145.73%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0887Delta0.1788Gamma54.67Leverage Ratio-0.0033Theta0.0001Rho4.85Eff Leverage0.0006Vega