0.11Open0.11Pre Close0 Volume255 Open Interest23.00Strike Price0.00Turnover200.90%IV150.92%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0642Delta0.0266Gamma83.73Leverage Ratio-0.0122Theta0.0003Rho5.37Eff Leverage0.0030Vega