0.03Open0.03Pre Close0 Volume2.40K Open Interest17.00Strike Price0.00Turnover66.24%IV28.37%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0193Delta0.0118Gamma789.67Leverage Ratio-0.0038Theta-0.0003Rho-15.28Eff Leverage0.0028Vega