115.79Open115.79Pre Close0 Volume1 Open Interest465.00Strike Price0.00Turnover71.33%IV1.23%PremiumJan 17, 2025Expiry Date108.73Intrinsic Value100Multiplier7DDays to Expiry7.06Extrinsic Value100Contract SizeAmericanOptions Type0.9825Delta0.0007Gamma5.24Leverage Ratio-0.2028Theta0.0939Rho5.15Eff Leverage0.0357Vega