0.05Open0.05Pre Close0 Volume22 Open Interest7.50Strike Price0.00Turnover166.41%IV96.10%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0808Delta0.0941Gamma77.00Leverage Ratio-0.0052Theta0.0002Rho6.22Eff Leverage0.0014Vega