0.30Open0.30Pre Close0 Volume10 Open Interest19.00Strike Price0.00Turnover103.84%IV4.32%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3617Delta0.2968Gamma61.67Leverage Ratio-0.1787Theta0.0003Rho22.30Eff Leverage0.0046Vega