3.67Open3.67Pre Close0 Volume168 Open Interest37.00Strike Price0.00Turnover45.52%IV1.22%PremiumJan 17, 2025Expiry Date3.26Intrinsic Value100Multiplier6DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type-0.9354Delta0.0684Gamma10.22Leverage Ratio-0.0160Theta-0.0038Rho-9.56Eff Leverage0.0056Vega