0.17Open0.17Pre Close0 Volume2 Open Interest7.00Strike Price0.00Turnover52.71%IV10.65%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.3026Delta0.4196Gamma43.20Leverage Ratio-0.0070Theta0.0011Rho13.07Eff Leverage0.0055Vega