0.03Open0.03Pre Close0 Volume6.19K Open Interest34.00Strike Price0.00Turnover30.32%IV7.25%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0541Delta0.0824Gamma1057.67Leverage Ratio-0.0099Theta0.0003Rho57.21Eff Leverage0.0048Vega