0.11Open0.11Pre Close0 Volume8 Open Interest35.00Strike Price0.00Turnover172.70%IV49.53%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0526Delta0.0199Gamma213.45Leverage Ratio-0.0412Theta0.0002Rho11.23Eff Leverage0.0034Vega