0.06Open0.06Pre Close0 Volume37 Open Interest43.00Strike Price0.00Turnover44.93%IV18.56%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0439Delta0.0269Gamma605.33Leverage Ratio-0.0097Theta0.0007Rho26.58Eff Leverage0.0071Vega