6.04Open6.04Pre Close0 Volume8 Open Interest540.00Strike Price0.00Turnover28.21%IV6.10%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry6.04Extrinsic Value100Contract SizeAmericanOptions Type0.1832Delta0.0102Gamma203.82Leverage Ratio-0.3067Theta0.0292Rho37.33Eff Leverage0.2434Vega