0.30Open0.30Pre Close0 Volume10 Open Interest27.50Strike Price0.00Turnover45.01%IV3.50%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3368Delta0.2642Gamma89.53Leverage Ratio-0.0562Theta0.0011Rho30.15Eff Leverage0.0112Vega