0.05Open0.05Pre Close0 Volume183 Open Interest0.50Strike Price0.00Turnover62.32%IV0.44%PremiumJan 17, 2025Expiry Date0.05Intrinsic Value100Multiplier7DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8524Delta5.6998Gamma9.05Leverage Ratio-0.0006Theta-0.0001Rho-7.72Eff Leverage0.0001Vega