0.03Open0.03Pre Close0 Volume1 Open Interest20.50Strike Price0.00Turnover89.83%IV9.61%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0645Delta0.1155Gamma624.33Leverage Ratio-0.0291Theta0.0000Rho40.27Eff Leverage0.0015Vega