0.20Open0.20Pre Close0 Volume10 Open Interest3.00Strike Price0.00Turnover803.80%IV459.44%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.5292Delta0.3673Gamma2.86Leverage Ratio-0.0108Theta0.0001Rho1.51Eff Leverage0.0005Vega