0.15Open0.15Pre Close0 Volume565 Open Interest6.00Strike Price0.00Turnover386.11%IV82.49%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1948Delta0.1587Gamma22.47Leverage Ratio-0.0365Theta0.0001Rho4.38Eff Leverage0.0012Vega