3.56Open3.56Pre Close0 Volume173 Open Interest51.00Strike Price0.00Turnover22.45%IV1.06%PremiumJan 17, 2025Expiry Date3.05Intrinsic Value100Multiplier25DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type-0.8536Delta0.0984Gamma15.10Leverage Ratio-0.0096Theta-0.0170Rho-12.89Eff Leverage0.0278Vega