0.06Open0.06Pre Close0 Volume11.07K Open Interest47.00Strike Price0.00Turnover21.25%IV9.34%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0609Delta0.0517Gamma717.33Leverage Ratio-0.0061Theta0.0017Rho43.69Eff Leverage0.0132Vega