3.56Open3.56Pre Close0 Volume1 Open Interest17.00Strike Price0.00Turnover87.93%IV1.90%PremiumJan 17, 2025Expiry Date3.30Intrinsic Value100Multiplier22DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.8096Delta0.0930Gamma3.86Leverage Ratio-0.0166Theta-0.0070Rho-3.12Eff Leverage0.0092Vega