0.05Open0.05Pre Close0 Volume1.00K Open Interest14.00Strike Price0.00Turnover100.73%IV35.62%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0640Delta0.0652Gamma207.20Leverage Ratio-0.0095Theta0.0002Rho13.27Eff Leverage0.0024Vega