0.03Open0.03Pre Close0 Volume562 Open Interest17.00Strike Price0.00Turnover45.63%IV9.52%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0739Delta0.1504Gamma518.33Leverage Ratio-0.0099Theta0.0002Rho38.30Eff Leverage0.0029Vega