0.00Open5.70Pre Close0 Volume0 Open Interest15.50Strike Price0.00Turnover5454.67%IV21.35%PremiumJan 3, 2025Expiry Date3.04Intrinsic Value100Multiplier-3DDays to Expiry2.66Extrinsic Value100Contract SizeAmericanOptions Type-0.9627Delta0.0583Gamma2.19Leverage Ratio-35.6987Theta0.0000Rho-2.10Eff Leverage0.0000Vega