118.60Open118.60Pre Close0 Volume1 Open Interest65.00Strike Price0.00Turnover1075.35%IV7.48%PremiumJan 17, 2025Expiry Date105.83Intrinsic Value100Multiplier4DDays to Expiry12.77Extrinsic Value100Contract SizeAmericanOptions Type0.9210Delta0.0007Gamma1.44Leverage Ratio-3.5415Theta0.0046Rho1.33Eff Leverage0.0273Vega