0.03Open0.03Pre Close0 Volume1.04K Open Interest17.00Strike Price0.00Turnover81.36%IV14.76%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0580Delta0.0932Gamma494.67Leverage Ratio-0.0164Theta0.0001Rho28.71Eff Leverage0.0018Vega