0.01Open0.01Pre Close0 Volume94 Open Interest85.00Strike Price0.00Turnover16.90%IV10.78%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0094Delta0.0078Gamma7674.00Leverage Ratio-0.0018Theta0.0004Rho71.76Eff Leverage0.0048Vega