0.40Open0.40Pre Close0 Volume1 Open Interest17.00Strike Price0.00Turnover291.33%IV51.70%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.1967Delta0.0641Gamma28.68Leverage Ratio-0.0977Theta0.0003Rho5.64Eff Leverage0.0041Vega