0.05Open0.05Pre Close0 Volume3.58K Open Interest16.00Strike Price0.00Turnover323.84%IV359.89%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0566Delta0.0422Gamma69.80Leverage Ratio-0.0072Theta0.0001Rho3.95Eff Leverage0.0009Vega