0.00Open3.30Pre Close0 Volume58 Open Interest35.00Strike Price0.00Turnover32.88%IV2.46%PremiumJan 17, 2025Expiry Date2.50Intrinsic Value100Multiplier21DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type-0.8096Delta0.1129Gamma12.15Leverage Ratio-0.0140Theta-0.0118Rho-9.84Eff Leverage0.0210Vega