354.80Open354.80Pre Close0 Volume0 Open Interest820.00Strike Price0.00Turnover3622.61%IV33.96%PremiumJan 17, 2025Expiry Date115.56Intrinsic Value100Multiplier-2DDays to Expiry239.24Extrinsic Value100Contract SizeAmericanOptions Type-0.9700Delta0.0012Gamma6.06Leverage Ratio-1010.0902Theta0.0000Rho-5.88Eff Leverage0.0010Vega