0.03Open0.03Pre Close0 Volume891 Open Interest4.00Strike Price0.00Turnover335.66%IV102.51%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0875Delta0.1807Gamma66.33Leverage Ratio-0.0104Theta0.0000Rho5.80Eff Leverage0.0004Vega