0.03Open0.03Pre Close0 Volume125 Open Interest19.00Strike Price0.00Turnover91.70%IV23.57%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0425Delta0.0500Gamma513.33Leverage Ratio-0.0124Theta0.0001Rho21.79Eff Leverage0.0018Vega