0.06Open0.06Pre Close0 Volume5.87K Open Interest17.00Strike Price0.00Turnover134.08%IV52.87%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0563Delta0.0414Gamma186.00Leverage Ratio-0.0122Theta0.0002Rho10.47Eff Leverage0.0023Vega