0.03Open0.03Pre Close0 Volume60 Open Interest9.00Strike Price0.00Turnover225.43%IV71.35%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0506Delta0.0661Gamma175.67Leverage Ratio-0.0116Theta0.0000Rho8.89Eff Leverage0.0007Vega