87.57Open87.57Pre Close0 Volume0 Open Interest270.00Strike Price0.00Turnover72.92%IV5.15%PremiumJan 17, 2025Expiry Date70.06Intrinsic Value100Multiplier11DDays to Expiry17.51Extrinsic Value100Contract SizeAmericanOptions Type0.9684Delta0.0016Gamma4.79Leverage Ratio-0.1603Theta0.0814Rho4.64Eff Leverage0.0429Vega