3.00Open3.00Pre Close0 Volume8 Open Interest165.00Strike Price0.00Turnover175.06%IV46.45%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry3.00Extrinsic Value100Contract SizeAmericanOptions Type-0.0482Delta0.0008Gamma100.84Leverage Ratio-0.2979Theta-0.0092Rho-4.86Eff Leverage0.0725Vega