0.00Open45.80Pre Close0 Volume0 Open Interest155.00Strike Price0.00Turnover73.39%IV6.72%PremiumJan 17, 2025Expiry Date37.93Intrinsic Value100Multiplier24DDays to Expiry7.87Extrinsic Value100Contract SizeAmericanOptions Type-0.9235Delta0.0075Gamma3.05Leverage Ratio-0.0539Theta-0.0548Rho-2.81Eff Leverage0.0426Vega