0.40Open0.40Pre Close0 Volume213 Open Interest17.50Strike Price0.00Turnover52.78%IV8.65%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.2661Delta0.1419Gamma46.80Leverage Ratio-0.0185Theta-0.0027Rho-12.45Eff Leverage0.0144Vega