0.03Open0.03Pre Close0 Volume6.19K Open Interest34.00Strike Price0.00Turnover41.58%IV7.42%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0531Delta0.0796Gamma1056.00Leverage Ratio-0.0167Theta0.0002Rho56.12Eff Leverage0.0035Vega