60.66Open60.66Pre Close0 Volume1 Open Interest95.00Strike Price0.00Turnover125.54%IV0.63%PremiumJan 17, 2025Expiry Date59.68Intrinsic Value100Multiplier10DDays to Expiry0.98Extrinsic Value100Contract SizeAmericanOptions Type0.9916Delta0.0007Gamma2.58Leverage Ratio-0.0435Theta0.0272Rho2.56Eff Leverage0.0061Vega