0.05Open0.15Pre Close6 Volume120 Open Interest30.00Strike Price30.00Turnover69.46%IV39.90%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0356Delta0.0208Gamma429.60Leverage Ratio-0.0063Theta0.0005Rho15.30Eff Leverage0.0042Vega