0.05Open0.05Pre Close0 Volume33 Open Interest23.00Strike Price0.00Turnover27.25%IV3.50%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1475Delta0.3464Gamma445.40Leverage Ratio-0.0175Theta0.0004Rho65.71Eff Leverage0.0056Vega