0.00Open5.90Pre Close0 Volume6 Open Interest95.00Strike Price0.00Turnover21.53%IV2.50%PremiumJan 17, 2025Expiry Date3.62Intrinsic Value100Multiplier10DDays to Expiry2.28Extrinsic Value100Contract SizeAmericanOptions Type-0.8571Delta0.0767Gamma24.37Leverage Ratio-0.0295Theta-0.0146Rho-20.88Eff Leverage0.0337Vega