0.06Open0.06Pre Close0 Volume550 Open Interest2.50Strike Price0.00Turnover1081.50%IV331.70%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.2408Delta0.4634Gamma9.90Leverage Ratio-0.0253Theta0.0000Rho2.38Eff Leverage0.0002Vega