0.03Open0.03Pre Close0 Volume891 Open Interest4.00Strike Price0.00Turnover134.08%IV69.33%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0906Delta0.2003Gamma79.33Leverage Ratio-0.0028Theta0.0001Rho7.19Eff Leverage0.0010Vega