0.05Open0.10Pre Close5 Volume396 Open Interest87.50Strike Price25.00Turnover19.45%IV9.59%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0338Delta0.0197Gamma1597.80Leverage Ratio-0.0066Theta0.0016Rho54.08Eff Leverage0.0147Vega