0.00Open61.80Pre Close0 Volume4 Open Interest150.00Strike Price0.00Turnover57.38%IV14.41%PremiumJan 17, 2025Expiry Date35.13Intrinsic Value100Multiplier21DDays to Expiry26.67Extrinsic Value100Contract SizeAmericanOptions Type0.9411Delta0.0046Gamma3.00Leverage Ratio-0.0859Theta0.0805Rho2.82Eff Leverage0.0521Vega