0.05Open0.05Pre Close0 Volume104 Open Interest100.00Strike Price0.00Turnover101.14%IV34.73%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0149Delta0.0038Gamma1485.20Leverage Ratio-0.0249Theta0.0002Rho22.19Eff Leverage0.0037Vega