2.87Open2.87Pre Close0 Volume86 Open Interest35.00Strike Price0.00Turnover33.74%IV2.16%PremiumJan 17, 2025Expiry Date2.07Intrinsic Value100Multiplier20DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.7866Delta0.0990Gamma14.68Leverage Ratio-0.0245Theta0.0147Rho11.55Eff Leverage0.0253Vega