0.00Open3.95Pre Close0 Volume47 Open Interest127.00Strike Price0.00Turnover22.11%IV0.49%PremiumJan 17, 2025Expiry Date3.35Intrinsic Value100Multiplier22DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.6822Delta0.0553Gamma27.18Leverage Ratio-0.0459Theta-0.0411Rho-18.54Eff Leverage0.1078Vega