112.50Open112.50Pre Close0 Volume2 Open Interest1365.00Strike Price0.00Turnover22.96%IV2.97%PremiumJan 17, 2025Expiry Date74.10Intrinsic Value100Multiplier20DDays to Expiry38.40Extrinsic Value100Contract SizeAmericanOptions Type-0.8464Delta0.0039Gamma16.62Leverage Ratio-0.3139Theta-0.3931Rho-14.07Eff Leverage0.7042Vega