0.05Open0.05Pre Close0 Volume64 Open Interest16.00Strike Price0.00Turnover55.44%IV19.89%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0434Delta0.0344Gamma398.20Leverage Ratio-0.0055Theta-0.0005Rho-17.29Eff Leverage0.0044Vega