0.11Open0.11Pre Close0 Volume13.21K Open Interest59.00Strike Price0.00Turnover38.30%IV10.03%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0746Delta0.0418Gamma488.36Leverage Ratio-0.0238Theta0.0010Rho36.45Eff Leverage0.0124Vega