0.11Open0.11Pre Close0 Volume47 Open Interest100.00Strike Price0.00Turnover115.67%IV36.04%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0270Delta0.0055Gamma669.00Leverage Ratio-0.0484Theta0.0003Rho18.06Eff Leverage0.0061Vega