0.00Open3.30Pre Close0 Volume6 Open Interest17.50Strike Price0.00Turnover72.46%IV1.51%PremiumJan 17, 2025Expiry Date3.08Intrinsic Value100Multiplier22DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.8404Delta0.0981Gamma4.44Leverage Ratio-0.0126Theta-0.0069Rho-3.73Eff Leverage0.0086Vega