0.03Open0.03Pre Close0 Volume596 Open Interest16.00Strike Price0.00Turnover58.33%IV11.86%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0681Delta0.1277Gamma477.67Leverage Ratio-0.0115Theta0.0001Rho32.53Eff Leverage0.0023Vega