0.00Open114.45Pre Close0 Volume4 Open Interest645.00Strike Price0.00Turnover63.35%IV8.10%PremiumJan 17, 2025Expiry Date57.52Intrinsic Value100Multiplier2DDays to Expiry56.94Extrinsic Value100Contract SizeAmericanOptions Type0.9632Delta0.0024Gamma12.06Leverage Ratio-0.5210Theta0.0360Rho11.62Eff Leverage0.0432Vega