20.50Open20.50Pre Close0 Volume13 Open Interest355.00Strike Price0.00Turnover47.78%IV0.99%PremiumJan 17, 2025Expiry Date17.16Intrinsic Value100Multiplier3DDays to Expiry3.34Extrinsic Value100Contract SizeAmericanOptions Type-0.8534Delta0.0150Gamma18.56Leverage Ratio-0.4836Theta-0.0233Rho-15.84Eff Leverage0.0746Vega