0.00Open6.50Pre Close0 Volume157 Open Interest175.00Strike Price0.00Turnover38.63%IV1.49%PremiumJan 17, 2025Expiry Date3.96Intrinsic Value100Multiplier15DDays to Expiry2.54Extrinsic Value100Contract SizeAmericanOptions Type-0.5862Delta0.0293Gamma24.79Leverage Ratio-0.1656Theta-0.0382Rho-14.53Eff Leverage0.1351Vega