0.05Open0.05Pre Close0 Volume8.49K Open Interest17.50Strike Price0.00Turnover103.71%IV36.90%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0540Delta0.0469Gamma256.40Leverage Ratio-0.0109Theta0.0002Rho13.85Eff Leverage0.0025Vega