0.05Open0.05Pre Close0 Volume35 Open Interest25.00Strike Price0.00Turnover54.37%IV11.16%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0736Delta0.0891Gamma450.72Leverage Ratio-0.0174Theta0.0003Rho33.16Eff Leverage0.0040Vega