12.00Open12.00Pre Close0 Volume1 Open Interest165.00Strike Price0.00Turnover22.06%IV4.99%PremiumJan 17, 2025Expiry Date3.96Intrinsic Value100Multiplier22DDays to Expiry8.04Extrinsic Value100Contract SizeAmericanOptions Type-0.6526Delta0.0439Gamma28.76Leverage Ratio-0.0632Theta-0.0518Rho-18.77Eff Leverage0.1450Vega