0.03Open0.03Pre Close0 Volume800 Open Interest27.00Strike Price0.00Turnover69.27%IV17.73%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0380Delta0.0405Gamma765.33Leverage Ratio-0.0127Theta0.0001Rho29.05Eff Leverage0.0024Vega