0.06Open0.06Pre Close0 Volume2 Open Interest11.00Strike Price0.00Turnover112.72%IV26.77%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0465Delta0.0335Gamma249.00Leverage Ratio-0.0125Theta-0.0002Rho-11.57Eff Leverage0.0025Vega