0.11Open0.11Pre Close0 Volume13 Open Interest53.00Strike Price0.00Turnover54.37%IV11.74%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0734Delta0.0403Gamma432.09Leverage Ratio-0.0352Theta0.0006Rho31.71Eff Leverage0.0089Vega