0.05Open0.05Pre Close0 Volume85 Open Interest17.50Strike Price0.00Turnover195.88%IV40.44%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0168Delta0.0055Gamma586.00Leverage Ratio-0.0218Theta-0.0001Rho-9.85Eff Leverage0.0016Vega