0.03Open0.03Pre Close0 Volume561 Open Interest15.00Strike Price0.00Turnover32.84%IV13.26%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0677Delta0.1258Gamma442.33Leverage Ratio-0.0033Theta0.0005Rho29.93Eff Leverage0.0041Vega