0.11Open0.11Pre Close0 Volume60 Open Interest12.00Strike Price0.00Turnover237.38%IV52.90%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1085Delta0.0785Gamma72.00Leverage Ratio-0.0363Theta0.0001Rho7.81Eff Leverage0.0019Vega