0.03Open0.03Pre Close0 Volume2 Open Interest17.50Strike Price0.00Turnover47.12%IV8.34%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0780Delta0.1673Gamma539.33Leverage Ratio-0.0125Theta0.0002Rho42.05Eff Leverage0.0027Vega