0.30Open0.30Pre Close0 Volume1.04K Open Interest110.00Strike Price0.00Turnover18.68%IV5.70%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1320Delta0.0464Gamma347.83Leverage Ratio-0.0256Theta0.0075Rho45.92Eff Leverage0.0527Vega