0.03Open0.03Pre Close0 Volume2.77K Open Interest7.50Strike Price0.00Turnover149.96%IV95.08%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0560Delta0.0785Gamma128.67Leverage Ratio-0.0035Theta0.0001Rho7.21Eff Leverage0.0011Vega