0.03Open0.03Pre Close0 Volume442 Open Interest19.00Strike Price0.00Turnover161.30%IV53.22%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0311Delta0.0262Gamma414.00Leverage Ratio-0.0128Theta0.0001Rho12.86Eff Leverage0.0012Vega