0.05Open0.05Pre Close0 Volume221 Open Interest47.00Strike Price0.00Turnover170.56%IV59.71%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0223Delta0.0082Gamma589.20Leverage Ratio-0.0242Theta0.0001Rho13.12Eff Leverage0.0020Vega