0.15Open0.15Pre Close0 Volume1.76K Open Interest33.00Strike Price0.00Turnover27.63%IV3.50%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2227Delta0.2503Gamma213.53Leverage Ratio-0.0280Theta0.0013Rho47.55Eff Leverage0.0129Vega