55.07Open55.07Pre Close0 Volume2 Open Interest480.00Strike Price0.00Turnover37.20%IV3.80%PremiumJan 17, 2025Expiry Date35.48Intrinsic Value100Multiplier5DDays to Expiry19.59Extrinsic Value100Contract SizeAmericanOptions Type0.9447Delta0.0047Gamma14.18Leverage Ratio-0.2737Theta0.0682Rho13.40Eff Leverage0.0709Vega