46.61Open46.61Pre Close0 Volume2 Open Interest440.00Strike Price0.00Turnover30.38%IV7.41%PremiumJan 17, 2025Expiry Date13.02Intrinsic Value100Multiplier6DDays to Expiry33.59Extrinsic Value100Contract SizeAmericanOptions Type0.7732Delta0.0162Gamma28.58Leverage Ratio-0.4671Theta0.0611Rho22.10Eff Leverage0.1844Vega