86.70Open86.70Pre Close0 Volume0 Open Interest135.00Strike Price0.00Turnover31.91%IV63.08%PremiumJan 17, 2025Expiry Date4.17Intrinsic Value100Multiplier23DDays to Expiry82.53Extrinsic Value100Contract SizeAmericanOptions Type-0.6280Delta0.0367Gamma20.28Leverage Ratio-0.0777Theta-0.0459Rho-12.74Eff Leverage0.1242Vega