0.15Open0.15Pre Close0 Volume127 Open Interest5.00Strike Price0.00Turnover127.04%IV30.32%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1171Delta0.0870Gamma46.40Leverage Ratio-0.0092Theta-0.0006Rho-5.43Eff Leverage0.0035Vega