122.94Open122.94Pre Close0 Volume1 Open Interest1865.00Strike Price0.00Turnover55.61%IV0.66%PremiumJan 17, 2025Expiry Date111.39Intrinsic Value100Multiplier2DDays to Expiry11.55Extrinsic Value100Contract SizeAmericanOptions Type-0.9119Delta0.0021Gamma15.36Leverage Ratio-2.1067Theta-0.0868Rho-14.01Eff Leverage0.2256Vega