0.03Open0.03Pre Close0 Volume655 Open Interest5.00Strike Price0.00Turnover333.99%IV302.40%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0875Delta0.1610Gamma41.67Leverage Ratio-0.0038Theta0.0000Rho3.65Eff Leverage0.0005Vega