0.03Open0.03Pre Close0 Volume2.39K Open Interest9.00Strike Price0.00Turnover54.44%IV22.86%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0732Delta0.1435Gamma245.00Leverage Ratio-0.0032Theta0.0003Rho17.92Eff Leverage0.0025Vega