0.03Open0.03Pre Close0 Volume3.15K Open Interest34.00Strike Price0.00Turnover47.72%IV12.83%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0384Delta0.0419Gamma1005.33Leverage Ratio-0.0110Theta0.0002Rho38.63Eff Leverage0.0035Vega