107.06Open107.06Pre Close0 Volume6 Open Interest310.00Strike Price0.00Turnover70.64%IV7.13%PremiumJan 17, 2025Expiry Date79.31Intrinsic Value100Multiplier10DDays to Expiry27.75Extrinsic Value100Contract SizeAmericanOptions Type0.9786Delta0.0011Gamma4.86Leverage Ratio-0.1447Theta0.0817Rho4.76Eff Leverage0.0329Vega