0.09Open0.09Pre Close0 Volume2.61K Open Interest20.00Strike Price0.00Turnover45.80%IV15.71%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0616Delta0.0453Gamma314.93Leverage Ratio-0.0070Theta-0.0008Rho-19.41Eff Leverage0.0071Vega