0.07Open0.07Pre Close0 Volume39 Open Interest37.00Strike Price0.00Turnover21.71%IV8.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0845Delta0.0839Gamma488.71Leverage Ratio-0.0066Theta0.0017Rho41.32Eff Leverage0.0132Vega