0.05Open0.05Pre Close0 Volume6.92K Open Interest5.50Strike Price0.00Turnover38.41%IV8.19%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2165Delta0.6974Gamma102.60Leverage Ratio-0.0038Theta0.0005Rho22.21Eff Leverage0.0032Vega