0.15Open0.15Pre Close0 Volume15 Open Interest26.00Strike Price0.00Turnover45.12%IV15.83%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0626Delta0.0350Gamma307.10Leverage Ratio-0.0089Theta-0.0012Rho-19.22Eff Leverage0.0096Vega