0.00Open119.50Pre Close0 Volume0 Open Interest560.00Strike Price0.00Turnover58.57%IV15.68%PremiumJan 17, 2025Expiry Date37.59Intrinsic Value100Multiplier2DDays to Expiry81.92Extrinsic Value100Contract SizeAmericanOptions Type-0.9374Delta0.0056Gamma14.01Leverage Ratio-0.4720Theta-0.0215Rho-13.13Eff Leverage0.0476Vega