0.05Open0.05Pre Close0 Volume6 Open Interest2.50Strike Price0.00Turnover175.15%IV41.67%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1865Delta0.4770Gamma36.00Leverage Ratio-0.0065Theta0.0001Rho6.71Eff Leverage0.0009Vega