0.00Open267.75Pre Close0 Volume89 Open Interest480.00Strike Price0.00Turnover250.40%IV0.08%PremiumJan 17, 2025Expiry Date267.16Intrinsic Value100Multiplier2DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type0.9921Delta0.0002Gamma2.79Leverage Ratio-0.4357Theta0.0277Rho2.77Eff Leverage0.0124Vega