0.05Open0.05Pre Close0 Volume443 Open Interest115.00Strike Price0.00Turnover31.99%IV15.19%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0134Delta0.0033Gamma2710.80Leverage Ratio-0.0080Theta-0.0009Rho-36.23Eff Leverage0.0111Vega