0.05Open0.05Pre Close0 Volume401 Open Interest87.50Strike Price0.00Turnover21.72%IV10.54%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0318Delta0.0175Gamma1584.00Leverage Ratio-0.0071Theta0.0014Rho50.44Eff Leverage0.0135Vega