0.03Open0.03Pre Close0 Volume27.51K Open Interest15.00Strike Price0.00Turnover249.11%IV260.43%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0363Delta0.0314Gamma139.00Leverage Ratio-0.0045Theta0.0001Rho5.05Eff Leverage0.0008Vega