0.03Open0.03Pre Close0 Volume742 Open Interest4.00Strike Price0.00Turnover661.62%IV245.92%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0972Delta0.1995Gamma38.83Leverage Ratio-0.0146Theta0.0000Rho3.77Eff Leverage0.0002Vega