0.00Open2.30Pre Close0 Volume132 Open Interest22.00Strike Price0.00Turnover64.74%IV1.25%PremiumJan 17, 2025Expiry Date2.05Intrinsic Value100Multiplier25DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.6994Delta0.1050Gamma7.53Leverage Ratio-0.0218Theta-0.0094Rho-5.27Eff Leverage0.0180Vega