0.06Open0.06Pre Close0 Volume2.60K Open Interest4.50Strike Price0.00Turnover401.82%IV130.30%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1309Delta0.1849Gamma33.00Leverage Ratio-0.0155Theta0.0000Rho4.32Eff Leverage0.0006Vega