0.00Open0.03Pre Close0 Volume530 Open Interest22.00Strike Price0.00Turnover25.52%IV11.04%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0575Delta0.0923Gamma661.33Leverage Ratio-0.0033Theta0.0007Rho38.06Eff Leverage0.0056Vega