0.35Open0.35Pre Close0 Volume97 Open Interest15.00Strike Price0.00Turnover443.04%IV99.61%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1863Delta0.0614Gamma21.97Leverage Ratio-0.0961Theta0.0002Rho4.09Eff Leverage0.0026Vega