0.35Open0.35Pre Close0 Volume22 Open Interest35.00Strike Price0.00Turnover112.06%IV16.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1123Delta0.0316Gamma118.06Leverage Ratio-0.0909Theta-0.0008Rho-13.25Eff Leverage0.0103Vega