0.10Open0.10Pre Close0 Volume12 Open Interest77.00Strike Price0.00Turnover2.81%IV0.10%PremiumJan 17, 2025Expiry Date0.02Intrinsic Value100Multiplier6DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.4803Delta1.5917Gamma769.80Leverage Ratio-0.0064Theta-0.0042Rho-369.75Eff Leverage0.0383Vega