0.15Open0.15Pre Close0 Volume565 Open Interest6.00Strike Price0.00Turnover203.30%IV88.07%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1947Delta0.1574Gamma21.80Leverage Ratio-0.0096Theta0.0003Rho4.25Eff Leverage0.0024Vega