21.06Open21.06Pre Close0 Volume0 Open Interest85.00Strike Price0.00Turnover81.58%IV0.34%PremiumJan 17, 2025Expiry Date20.84Intrinsic Value100Multiplier16DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.9445Delta0.0119Gamma3.06Leverage Ratio-0.0311Theta-0.0199Rho-2.89Eff Leverage0.0149Vega