0.06Open0.06Pre Close0 Volume32 Open Interest13.00Strike Price0.00Turnover120.66%IV48.92%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0695Delta0.0622Gamma146.17Leverage Ratio-0.0093Theta0.0002Rho10.15Eff Leverage0.0024Vega