0.03Open0.03Pre Close0 Volume27 Open Interest15.00Strike Price0.00Turnover44.64%IV19.57%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0553Delta0.0840Gamma419.00Leverage Ratio-0.0036Theta0.0004Rho23.16Eff Leverage0.0033Vega