0.06Open0.06Pre Close0 Volume75 Open Interest58.00Strike Price0.00Turnover11.56%IV4.59%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0821Delta0.0934Gamma925.17Leverage Ratio-0.0057Theta0.0029Rho75.97Eff Leverage0.0212Vega