0.00Open4.06Pre Close0 Volume2.23K Open Interest110.00Strike Price0.00Turnover26.78%IV1.45%PremiumJan 17, 2025Expiry Date2.43Intrinsic Value100Multiplier15DDays to Expiry1.64Extrinsic Value100Contract SizeAmericanOptions Type0.6976Delta0.0566Gamma27.76Leverage Ratio-0.0807Theta0.0310Rho19.36Eff Leverage0.0803Vega