0.05Open0.05Pre Close0 Volume11 Open Interest16.00Strike Price0.00Turnover146.08%IV38.48%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0567Delta0.0513Gamma231.80Leverage Ratio-0.0186Theta0.0001Rho13.14Eff Leverage0.0017Vega