7.70Open7.70Pre Close0 Volume88 Open Interest195.00Strike Price0.00Turnover25.98%IV2.68%PremiumJan 17, 2025Expiry Date2.54Intrinsic Value100Multiplier23DDays to Expiry5.16Extrinsic Value100Contract SizeAmericanOptions Type-0.5539Delta0.0319Gamma31.29Leverage Ratio-0.0971Theta-0.0593Rho-17.33Eff Leverage0.1910Vega