15.87Open15.87Pre Close0 Volume2 Open Interest126.00Strike Price0.00Turnover22.12%IV10.20%PremiumJan 17, 2025Expiry Date2.74Intrinsic Value100Multiplier5DDays to Expiry13.13Extrinsic Value100Contract SizeAmericanOptions Type0.8064Delta0.0822Gamma40.55Leverage Ratio-0.1044Theta0.0138Rho32.70Eff Leverage0.0414Vega