0.03Open0.03Pre Close0 Volume44 Open Interest22.00Strike Price0.00Turnover71.98%IV4.41%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0967Delta0.2563Gamma703.33Leverage Ratio-0.0795Theta0.0000Rho68.03Eff Leverage0.0016Vega