0.40Open0.40Pre Close0 Volume100 Open Interest12.00Strike Price0.00Turnover424.62%IV73.18%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2324Delta0.0820Gamma17.90Leverage Ratio-0.1040Theta0.0002Rho4.16Eff Leverage0.0027Vega