71.90Open71.90Pre Close0 Volume14 Open Interest300.00Strike Price0.00Turnover98.48%IV1.32%PremiumJan 17, 2025Expiry Date68.84Intrinsic Value100Multiplier6DDays to Expiry3.06Extrinsic Value100Contract SizeAmericanOptions Type-0.9808Delta0.0020Gamma3.35Leverage Ratio-0.0760Theta-0.0220Rho-3.29Eff Leverage0.0135Vega