0.03Open0.03Pre Close0 Volume8.81K Open Interest12.00Strike Price0.00Turnover70.44%IV29.49%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0536Delta0.0779Gamma309.67Leverage Ratio-0.0045Theta0.0002Rho16.61Eff Leverage0.0022Vega