0.00Open0.06Pre Close0 Volume39 Open Interest35.00Strike Price0.00Turnover53.86%IV6.40%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.1171Delta0.0924Gamma298.64Leverage Ratio-0.0493Theta-0.0005Rho-34.97Eff Leverage0.0078Vega