3.65Open3.65Pre Close0 Volume7 Open Interest28.00Strike Price0.00Turnover222.66%IV10.43%PremiumJan 17, 2025Expiry Date0.66Intrinsic Value100Multiplier6DDays to Expiry2.99Extrinsic Value100Contract SizeAmericanOptions Type0.5904Delta0.0463Gamma7.85Leverage Ratio-0.2710Theta0.0023Rho4.64Eff Leverage0.0147Vega