0.06Open0.06Pre Close0 Volume524 Open Interest16.00Strike Price0.00Turnover38.78%IV12.99%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0723Delta0.0767Gamma305.33Leverage Ratio-0.0051Theta-0.0008Rho-22.06Eff Leverage0.0064Vega