0.11Open0.11Pre Close0 Volume11 Open Interest10.00Strike Price0.00Turnover193.52%IV105.91%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1141Delta0.0804Gamma44.64Leverage Ratio-0.0099Theta0.0003Rho5.09Eff Leverage0.0024Vega