3.66Open3.66Pre Close0 Volume5 Open Interest132.00Strike Price0.00Turnover201.18%IV27.28%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry3.66Extrinsic Value100Contract SizeAmericanOptions Type0.2485Delta0.0113Gamma29.12Leverage Ratio-0.7239Theta0.0039Rho7.24Eff Leverage0.0441Vega