0.45Open0.45Pre Close0 Volume19 Open Interest22.50Strike Price0.00Turnover73.46%IV6.45%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.3461Delta0.1806Gamma47.91Leverage Ratio-0.0650Theta0.0012Rho16.58Eff Leverage0.0103Vega