0.11Open0.11Pre Close0 Volume74 Open Interest7.50Strike Price0.00Turnover411.32%IV115.58%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1386Delta0.1134Gamma32.09Leverage Ratio-0.0316Theta0.0001Rho4.45Eff Leverage0.0010Vega