0.10Open0.10Pre Close0 Volume100 Open Interest4.00Strike Price0.00Turnover375.20%IV78.26%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1952Delta0.2405Gamma23.00Leverage Ratio-0.0243Theta0.0001Rho4.49Eff Leverage0.0008Vega