2.87Open2.87Pre Close0 Volume60 Open Interest27.00Strike Price0.00Turnover67.27%IV3.68%PremiumJan 17, 2025Expiry Date1.81Intrinsic Value100Multiplier22DDays to Expiry1.06Extrinsic Value100Contract SizeAmericanOptions Type0.6870Delta0.0734Gamma9.77Leverage Ratio-0.0402Theta0.0104Rho6.71Eff Leverage0.0254Vega