0.05Open0.05Pre Close0 Volume6 Open Interest85.00Strike Price0.00Turnover81.86%IV25.59%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0195Delta0.0065Gamma1354.40Leverage Ratio-0.0237Theta0.0002Rho26.44Eff Leverage0.0042Vega