0.03Open0.03Pre Close0 Volume569 Open Interest26.00Strike Price0.00Turnover55.90%IV13.37%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0455Delta0.0581Gamma765.33Leverage Ratio-0.0120Theta0.0002Rho34.81Eff Leverage0.0028Vega