3.60Open3.60Pre Close0 Volume1 Open Interest215.00Strike Price0.00Turnover116.93%IV40.92%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry3.60Extrinsic Value100Contract SizeAmericanOptions Type0.1624Delta0.0055Gamma45.96Leverage Ratio-0.2504Theta0.0132Rho7.47Eff Leverage0.0936Vega