3.50Open3.50Pre Close0 Volume0 Open Interest36.00Strike Price0.00Turnover37.28%IV0.06%PremiumJan 17, 2025Expiry Date3.48Intrinsic Value100Multiplier20DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.8736Delta0.0820Gamma9.03Leverage Ratio-0.0121Theta-0.0110Rho-7.89Eff Leverage0.0155Vega