0.01Open0.01Pre Close0 Volume2.44K Open Interest72.50Strike Price0.00Turnover80.64%IV32.20%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0055Delta0.0027Gamma5485.00Leverage Ratio-0.0057Theta0.0001Rho30.18Eff Leverage0.0011Vega