0.35Open0.35Pre Close0 Volume39 Open Interest5.00Strike Price0.00Turnover397.83%IV132.61%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3655Delta0.1726Gamma6.57Leverage Ratio-0.0200Theta0.0003Rho2.40Eff Leverage0.0021Vega