0.03Open0.03Pre Close0 Volume525 Open Interest17.50Strike Price0.00Turnover75.29%IV25.04%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0439Delta0.0532Gamma467.33Leverage Ratio-0.0077Theta0.0002Rho20.50Eff Leverage0.0022Vega