0.09Open0.09Pre Close0 Volume3 Open Interest17.50Strike Price0.00Turnover135.84%IV70.61%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0694Delta0.0403Gamma114.56Leverage Ratio-0.0107Theta0.0003Rho7.95Eff Leverage0.0032Vega