0.27Open0.27Pre Close0 Volume35 Open Interest2.00Strike Price0.00Turnover90.45%IV2.25%PremiumJan 17, 2025Expiry Date0.22Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.7201Delta0.6636Gamma6.83Leverage Ratio-0.0038Theta0.0008Rho4.92Eff Leverage0.0019Vega