0.00Open6.30Pre Close0 Volume2.11K Open Interest77.50Strike Price0.00Turnover37.90%IV2.87%PremiumJan 17, 2025Expiry Date3.96Intrinsic Value100Multiplier36DDays to Expiry2.34Extrinsic Value100Contract SizeAmericanOptions Type0.6962Delta0.0360Gamma12.93Leverage Ratio-0.0533Theta0.0499Rho9.00Eff Leverage0.0896Vega