0.06Open0.06Pre Close0 Volume196 Open Interest39.00Strike Price0.00Turnover17.50%IV2.70%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.1268Delta0.2214Gamma667.00Leverage Ratio-0.0142Theta-0.0008Rho-84.59Eff Leverage0.0111Vega