0.03Open0.03Pre Close0 Volume28 Open Interest50.00Strike Price0.00Turnover165.54%IV64.68%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0139Delta0.0054Gamma1012.67Leverage Ratio-0.0156Theta0.0001Rho14.11Eff Leverage0.0014Vega