0.05Open0.05Pre Close0 Volume4.02K Open Interest4.50Strike Price0.00Turnover72.53%IV23.64%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1560Delta0.3608Gamma73.60Leverage Ratio-0.0036Theta0.0003Rho11.48Eff Leverage0.0022Vega