0.06Open0.06Pre Close0 Volume237 Open Interest7.50Strike Price0.00Turnover149.64%IV79.57%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0931Delta0.1041Gamma70.17Leverage Ratio-0.0056Theta0.0002Rho6.53Eff Leverage0.0018Vega