3.37Open3.37Pre Close0 Volume3 Open Interest6.00Strike Price0.00Turnover348.31%IV5.52%PremiumJan 17, 2025Expiry Date2.88Intrinsic Value100Multiplier5DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.8726Delta0.0555Gamma2.80Leverage Ratio-0.0737Theta0.0007Rho2.44Eff Leverage0.0023Vega