0.07Open0.07Pre Close0 Volume80 Open Interest23.00Strike Price0.00Turnover35.81%IV14.04%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0870Delta0.0875Gamma289.00Leverage Ratio-0.0064Theta0.0011Rho25.15Eff Leverage0.0080Vega