0.05Open0.05Pre Close0 Volume4.33K Open Interest13.00Strike Price0.00Turnover85.18%IV24.88%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0774Delta0.0956Gamma209.00Leverage Ratio-0.0101Theta0.0002Rho16.18Eff Leverage0.0026Vega