0.05Open0.05Pre Close0 Volume660 Open Interest20.00Strike Price0.00Turnover451.82%IV928.21%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0735Delta0.0622Gamma39.00Leverage Ratio-0.0064Theta0.0001Rho2.87Eff Leverage0.0007Vega