0.35Open0.35Pre Close0 Volume35 Open Interest5.00Strike Price0.00Turnover44.34%IV4.71%PremiumJan 17, 2025Expiry Date0.12Intrinsic Value100Multiplier12DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.5944Delta0.9702Gamma21.69Leverage Ratio-0.0060Theta-0.0009Rho-12.89Eff Leverage0.0035Vega