0.06Open0.06Pre Close0 Volume644 Open Interest16.00Strike Price0.00Turnover35.94%IV8.81%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.1118Delta0.1420Gamma233.07Leverage Ratio-0.0074Theta-0.0008Rho-26.05Eff Leverage0.0071Vega