0.05Open0.05Pre Close0 Volume552 Open Interest11.00Strike Price0.00Turnover89.32%IV41.30%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0722Delta0.0814Gamma156.40Leverage Ratio-0.0054Theta0.0003Rho11.30Eff Leverage0.0026Vega