0.05Open0.05Pre Close0 Volume233 Open Interest17.50Strike Price0.00Turnover355.97%IV66.51%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0055Delta0.0006Gamma1042.00Leverage Ratio-0.0250Theta-0.0001Rho-5.71Eff Leverage0.0011Vega