0.03Open0.03Pre Close0 Volume506 Open Interest42.00Strike Price0.00Turnover50.93%IV14.12%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0312Delta0.0277Gamma1227.67Leverage Ratio-0.0121Theta0.0002Rho38.25Eff Leverage0.0035Vega