0.00Open2.15Pre Close0 Volume12 Open Interest165.00Strike Price0.00Turnover240.52%IV77.69%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry2.15Extrinsic Value100Contract SizeAmericanOptions Type0.1293Delta0.0053Gamma43.75Leverage Ratio-0.3682Theta0.0030Rho5.66Eff Leverage0.0345Vega