0.35Open0.35Pre Close0 Volume82 Open Interest16.00Strike Price0.00Turnover201.77%IV65.49%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1826Delta0.0625Gamma28.23Leverage Ratio-0.0341Theta0.0007Rho5.16Eff Leverage0.0056Vega