112.00Open112.00Pre Close0 Volume3 Open Interest420.00Strike Price0.00Turnover124.21%IV9.12%PremiumJan 17, 2025Expiry Date81.09Intrinsic Value100Multiplier6DDays to Expiry30.91Extrinsic Value100Contract SizeAmericanOptions Type-0.8971Delta0.0034Gamma4.07Leverage Ratio-0.7354Theta-0.0509Rho-3.65Eff Leverage0.0779Vega