0.15Open0.15Pre Close0 Volume107 Open Interest7.50Strike Price0.00Turnover21.70%IV3.42%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.3633Delta0.9631Gamma76.10Leverage Ratio-0.0033Theta-0.0014Rho-27.65Eff Leverage0.0068Vega