0.06Open0.06Pre Close0 Volume767 Open Interest37.50Strike Price0.00Turnover32.55%IV15.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0541Delta0.0406Gamma543.67Leverage Ratio-0.0063Theta0.0011Rho29.40Eff Leverage0.0091Vega