3.70Open3.70Pre Close0 Volume34 Open Interest230.00Strike Price0.00Turnover119.40%IV15.42%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry3.70Extrinsic Value100Contract SizeAmericanOptions Type0.2278Delta0.0097Gamma52.94Leverage Ratio-0.7898Theta0.0070Rho12.06Eff Leverage0.0788Vega