0.05Open0.05Pre Close0 Volume206 Open Interest70.00Strike Price0.00Turnover69.35%IV17.05%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0175Delta0.0057Gamma1686.60Leverage Ratio-0.0229Theta-0.0002Rho-29.60Eff Leverage0.0048Vega