0.20Open0.20Pre Close0 Volume141 Open Interest300.00Strike Price0.00Turnover74.79%IV22.86%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0227Delta0.0022Gamma1221.75Leverage Ratio-0.0888Theta0.0010Rho27.78Eff Leverage0.0176Vega