0.30Open0.30Pre Close0 Volume12.27K Open Interest4.00Strike Price0.00Turnover38.90%IV2.37%PremiumJan 17, 2025Expiry Date0.21Intrinsic Value100Multiplier24DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.6817Delta0.9634Gamma13.78Leverage Ratio-0.0025Theta-0.0015Rho-9.39Eff Leverage0.0035Vega