0.03Open0.03Pre Close0 Volume442 Open Interest17.00Strike Price0.00Turnover479.83%IV35.38%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0786Delta0.0159Gamma69.11Leverage Ratio-0.3011Theta-0.0001Rho-5.43Eff Leverage0.0028Vega