0.05Open0.05Pre Close0 Volume120 Open Interest17.50Strike Price0.00Turnover1198.43%IV4775.00%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2361Delta0.3964Gamma7.20Leverage Ratio-0.0099Theta0.0000Rho1.70Eff Leverage0.0002Vega