121.00Open121.00Pre Close0 Volume1 Open Interest165.00Strike Price0.00Turnover143.17%IV35.89%PremiumJan 17, 2025Expiry Date45.46Intrinsic Value100Multiplier2DDays to Expiry75.54Extrinsic Value100Contract SizeAmericanOptions Type0.9842Delta0.0016Gamma4.61Leverage Ratio-0.1470Theta0.0107Rho4.54Eff Leverage0.0068Vega