12.20Open12.20Pre Close0 Volume75 Open Interest135.00Strike Price0.00Turnover61.85%IV2.53%PremiumJan 17, 2025Expiry Date8.57Intrinsic Value100Multiplier23DDays to Expiry3.63Extrinsic Value100Contract SizeAmericanOptions Type0.6873Delta0.0157Gamma10.33Leverage Ratio-0.1813Theta0.0547Rho7.10Eff Leverage0.1291Vega