0.03Open0.03Pre Close0 Volume159 Open Interest43.00Strike Price0.00Turnover12.79%IV2.70%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0861Delta0.2056Gamma1396.67Leverage Ratio-0.0082Theta0.0007Rho120.23Eff Leverage0.0094Vega