0.03Open0.03Pre Close0 Volume1.08K Open Interest34.00Strike Price0.00Turnover27.53%IV6.24%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0593Delta0.0988Gamma1067.67Leverage Ratio-0.0100Theta0.0003Rho63.29Eff Leverage0.0051Vega