0.30Open0.30Pre Close0 Volume51 Open Interest12.50Strike Price0.00Turnover100.86%IV20.75%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2043Delta0.1498Gamma53.00Leverage Ratio-0.0237Theta0.0006Rho10.83Eff Leverage0.0053Vega