0.05Open0.05Pre Close0 Volume173 Open Interest3.00Strike Price0.00Turnover430.06%IV63.44%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0230Delta0.0116Gamma161.40Leverage Ratio-0.0177Theta0.0000Rho-3.71Eff Leverage0.0006Vega