0.05Open0.05Pre Close5 Volume843 Open Interest19.00Strike Price25.00Turnover37.64%IV15.74%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0746Delta0.0906Gamma329.20Leverage Ratio-0.0048Theta0.0007Rho24.55Eff Leverage0.0058Vega