105.70Open105.70Pre Close0 Volume24 Open Interest1770.00Strike Price0.00Turnover33.41%IV4.53%PremiumDec 27, 2024Expiry Date26.71Intrinsic Value100Multiplier1DDays to Expiry78.99Extrinsic Value100Contract SizeAmericanOptions Type-0.7448Delta0.0082Gamma53.89Leverage Ratio-3.9507Theta-0.0533Rho-40.13Eff Leverage0.3768Vega