0.05Open0.05Pre Close0 Volume891 Open Interest5.00Strike Price0.00Turnover62.68%IV19.95%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1562Delta0.3656Gamma84.20Leverage Ratio-0.0035Theta0.0004Rho13.15Eff Leverage0.0025Vega