0.02Open0.02Pre Close0 Volume246 Open Interest20.00Strike Price0.00Turnover159.13%IV37.03%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0087Delta0.0037Gamma1586.50Leverage Ratio-0.0105Theta0.0000Rho-13.82Eff Leverage0.0010Vega