21.40Open21.40Pre Close0 Volume45 Open Interest195.00Strike Price0.00Turnover43.53%IV3.63%PremiumJan 17, 2025Expiry Date14.87Intrinsic Value100Multiplier12DDays to Expiry6.53Extrinsic Value100Contract SizeAmericanOptions Type-0.8274Delta0.0183Gamma11.29Leverage Ratio-0.1330Theta-0.0424Rho-9.34Eff Leverage0.0845Vega