0.15Open0.15Pre Close0 Volume20 Open Interest24.00Strike Price0.00Turnover25.58%IV3.60%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.2307Delta0.2786Gamma164.93Leverage Ratio-0.0148Theta-0.0016Rho-38.05Eff Leverage0.0130Vega