35.67Open35.67Pre Close0 Volume2 Open Interest25.00Strike Price0.00Turnover276.17%IV1.37%PremiumJan 17, 2025Expiry Date34.85Intrinsic Value100Multiplier6DDays to Expiry0.82Extrinsic Value100Contract SizeAmericanOptions Type0.9956Delta0.0006Gamma1.71Leverage Ratio-0.0208Theta0.0041Rho1.71Eff Leverage0.0010Vega