0.05Open0.05Pre Close0 Volume42 Open Interest740.00Strike Price0.00Turnover64.01%IV47.49%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0026Delta0.0001Gamma10035.00Leverage Ratio-0.0149Theta0.0006Rho25.81Eff Leverage0.0084Vega