0.05Open0.05Pre Close0 Volume352 Open Interest95.00Strike Price0.00Turnover57.86%IV17.03%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0223Delta0.0086Gamma1624.40Leverage Ratio-0.0227Theta0.0003Rho36.17Eff Leverage0.0057Vega