0.03Open0.03Pre Close0 Volume56 Open Interest90.00Strike Price0.00Turnover92.88%IV32.71%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0111Delta0.0036Gamma2261.33Leverage Ratio-0.0160Theta0.0001Rho25.19Eff Leverage0.0026Vega