116.50Open116.50Pre Close0 Volume0 Open Interest410.00Strike Price0.00Turnover67.89%IV24.17%PremiumJan 17, 2025Expiry Date22.97Intrinsic Value100Multiplier2DDays to Expiry93.53Extrinsic Value100Contract SizeAmericanOptions Type-0.8716Delta0.0110Gamma16.06Leverage Ratio-0.8878Theta-0.0164Rho-14.00Eff Leverage0.0593Vega