0.01Open0.01Pre Close0 Volume33 Open Interest47.00Strike Price0.00Turnover19.44%IV9.05%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0166Delta0.0244Gamma4311.00Leverage Ratio-0.0023Theta0.0003Rho71.67Eff Leverage0.0036Vega