2.21Open2.21Pre Close0 Volume22 Open Interest60.00Strike Price0.00Turnover39.58%IV3.49%PremiumJan 17, 2025Expiry Date0.12Intrinsic Value100Multiplier20DDays to Expiry2.09Extrinsic Value100Contract SizeAmericanOptions Type-0.4814Delta0.0721Gamma27.10Leverage Ratio-0.0526Theta-0.0150Rho-13.04Eff Leverage0.0559Vega