0.03Open0.03Pre Close0 Volume375 Open Interest95.00Strike Price0.00Turnover62.46%IV20.81%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0134Delta0.0052Gamma2622.00Leverage Ratio-0.0147Theta0.0002Rho35.19Eff Leverage0.0036Vega