0.03Open0.03Pre Close0 Volume1.17K Open Interest4.50Strike Price0.00Turnover202.18%IV36.05%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0366Delta0.0431Gamma233.00Leverage Ratio-0.0109Theta0.0000Rho-8.54Eff Leverage0.0007Vega