3.48Open3.48Pre Close0 Volume39 Open Interest26.00Strike Price0.00Turnover67.02%IV2.72%PremiumJan 17, 2025Expiry Date2.70Intrinsic Value100Multiplier21DDays to Expiry0.78Extrinsic Value100Contract SizeAmericanOptions Type0.7601Delta0.0668Gamma6.83Leverage Ratio-0.0363Theta0.0107Rho5.19Eff Leverage0.0216Vega