0.00Open2.80Pre Close0 Volume17 Open Interest260.00Strike Price0.00Turnover16.06%IV0.43%PremiumJan 17, 2025Expiry Date1.68Intrinsic Value100Multiplier7DDays to Expiry1.12Extrinsic Value100Contract SizeAmericanOptions Type-0.5592Delta0.0683Gamma74.88Leverage Ratio-0.1506Theta-0.0248Rho-41.87Eff Leverage0.1433Vega