0.03Open0.03Pre Close0 Volume1.00K Open Interest5.00Strike Price0.00Turnover165.57%IV89.81%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0753Delta0.1382Gamma88.33Leverage Ratio-0.0036Theta0.0001Rho6.65Eff Leverage0.0009Vega