0.03Open0.21Pre Close8 Volume172 Open Interest31.00Strike Price25.00Turnover46.36%IV3.46%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1120Delta0.2094Gamma641.40Leverage Ratio-0.0484Theta-0.0001Rho-71.85Eff Leverage0.0037Vega