3.30Open3.30Pre Close0 Volume20 Open Interest4.00Strike Price0.00Turnover260.68%IV7.35%PremiumJan 17, 2025Expiry Date2.80Intrinsic Value100Multiplier6DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.9569Delta0.0391Gamma2.39Leverage Ratio-0.0163Theta0.0006Rho2.28Eff Leverage0.0008Vega