0.03Open0.03Pre Close0 Volume233 Open Interest220.00Strike Price0.00Turnover86.00%IV34.72%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0053Delta0.0008Gamma5444.00Leverage Ratio-0.0173Theta0.0001Rho28.63Eff Leverage0.0033Vega