0.15Open0.15Pre Close0 Volume2 Open Interest15.00Strike Price0.00Turnover379.08%IV109.83%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1068Delta0.0520Gamma48.13Leverage Ratio-0.0505Theta0.0001Rho5.14Eff Leverage0.0017Vega