3.80Open3.80Pre Close0 Volume76 Open Interest93.00Strike Price0.00Turnover14.33%IV1.74%PremiumJan 17, 2025Expiry Date2.22Intrinsic Value100Multiplier12DDays to Expiry1.58Extrinsic Value100Contract SizeAmericanOptions Type-0.8167Delta0.1267Gamma38.22Leverage Ratio-0.0193Theta-0.0162Rho-31.22Eff Leverage0.0435Vega