7.47Open7.47Pre Close0 Volume11 Open Interest11.00Strike Price0.00Turnover45.87%IV37.02%PremiumJan 17, 2025Expiry Date2.48Intrinsic Value100Multiplier21DDays to Expiry4.99Extrinsic Value100Contract SizeAmericanOptions Type0.9718Delta0.0432Gamma5.34Leverage Ratio-0.0035Theta0.0062Rho5.19Eff Leverage0.0021Vega