2.06Open2.06Pre Close0 Volume1 Open Interest39.00Strike Price0.00Turnover173.10%IV23.10%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry2.06Extrinsic Value100Contract SizeAmericanOptions Type0.3561Delta0.0374Gamma16.19Leverage Ratio-0.1748Theta0.0029Rho5.77Eff Leverage0.0215Vega