0.40Open0.40Pre Close0 Volume25 Open Interest11.00Strike Price0.00Turnover240.57%IV84.47%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2438Delta0.0871Gamma15.45Leverage Ratio-0.0265Theta0.0006Rho3.77Eff Leverage0.0047Vega