27.30Open27.30Pre Close0 Volume5 Open Interest110.00Strike Price0.00Turnover64.68%IV11.65%PremiumJan 17, 2025Expiry Date12.97Intrinsic Value100Multiplier11DDays to Expiry14.33Extrinsic Value100Contract SizeAmericanOptions Type0.8520Delta0.0165Gamma8.63Leverage Ratio-0.1535Theta0.0282Rho7.35Eff Leverage0.0502Vega