0.05Open0.05Pre Close0 Volume133 Open Interest7.50Strike Price0.00Turnover347.22%IV58.43%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0150Delta0.0047Gamma358.40Leverage Ratio-0.0221Theta0.0000Rho-5.39Eff Leverage0.0009Vega