0.10Open0.10Pre Close0 Volume22 Open Interest7.50Strike Price0.00Turnover66.44%IV19.50%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1863Delta0.2534Gamma63.60Leverage Ratio-0.0063Theta0.0007Rho11.85Eff Leverage0.0043Vega