0.21Open0.21Pre Close0 Volume15 Open Interest37.00Strike Price0.00Turnover39.24%IV7.07%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.1470Delta0.0857Gamma188.52Leverage Ratio-0.0276Theta-0.0017Rho-27.72Eff Leverage0.0157Vega