0.05Open0.05Pre Close0 Volume35 Open Interest7.50Strike Price0.00Turnover133.79%IV27.32%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1072Delta0.1767Gamma118.60Leverage Ratio-0.0148Theta0.0001Rho12.71Eff Leverage0.0014Vega