0.35Open0.35Pre Close0 Volume8 Open Interest1.00Strike Price0.00Turnover350.13%IV32.99%PremiumJan 17, 2025Expiry Date0.03Intrinsic Value100Multiplier23DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type-0.3408Delta0.4279Gamma2.77Leverage Ratio-0.0068Theta-0.0004Rho-0.94Eff Leverage0.0009Vega