0.07Open0.07Pre Close0 Volume208 Open Interest30.00Strike Price0.00Turnover45.42%IV13.13%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0750Delta0.0659Gamma379.71Leverage Ratio-0.0130Theta0.0006Rho28.50Eff Leverage0.0067Vega