0.04Open0.04Pre Close0 Volume14 Open Interest4.50Strike Price0.00Turnover100.92%IV39.26%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1149Delta0.2459Gamma81.50Leverage Ratio-0.0037Theta0.0002Rho9.36Eff Leverage0.0015Vega