4.70Open4.70Pre Close0 Volume1 Open Interest12.50Strike Price0.00Turnover82.23%IV17.11%PremiumJan 17, 2025Expiry Date3.09Intrinsic Value100Multiplier22DDays to Expiry1.61Extrinsic Value100Contract SizeAmericanOptions Type-0.9037Delta0.0966Gamma2.99Leverage Ratio-0.0062Theta-0.0046Rho-2.70Eff Leverage0.0040Vega