0.00Open15.00Pre Close0 Volume172 Open Interest82.50Strike Price0.00Turnover39.10%IV9.43%PremiumJan 17, 2025Expiry Date7.97Intrinsic Value100Multiplier25DDays to Expiry7.03Extrinsic Value100Contract SizeAmericanOptions Type-0.8278Delta0.0360Gamma8.77Leverage Ratio-0.0327Theta-0.0330Rho-7.26Eff Leverage0.0493Vega