0.06Open0.06Pre Close0 Volume111 Open Interest230.00Strike Price0.00Turnover28.49%IV17.67%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0128Delta0.0024Gamma3258.67Leverage Ratio-0.0100Theta0.0015Rho41.69Eff Leverage0.0160Vega