0.40Open0.40Pre Close0 Volume5 Open Interest6.00Strike Price0.00Turnover1062.11%IV81.30%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.3407Delta0.1488Gamma8.83Leverage Ratio-0.3045Theta0.0000Rho3.01Eff Leverage0.0009Vega