0.03Open0.03Pre Close0 Volume428 Open Interest15.00Strike Price0.00Turnover225.92%IV234.74%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0354Delta0.0302Gamma149.67Leverage Ratio-0.0041Theta0.0001Rho5.30Eff Leverage0.0009Vega