0.04Open0.04Pre Close0 Volume25 Open Interest24.00Strike Price0.00Turnover45.32%IV9.37%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0717Delta0.1065Gamma549.50Leverage Ratio-0.0138Theta0.0003Rho39.41Eff Leverage0.0039Vega