9.30Open9.30Pre Close0 Volume10 Open Interest64.00Strike Price0.00Turnover69.64%IV6.63%PremiumJan 17, 2025Expiry Date4.74Intrinsic Value100Multiplier20DDays to Expiry4.56Extrinsic Value100Contract SizeAmericanOptions Type0.7031Delta0.0308Gamma9.55Leverage Ratio-0.1025Theta0.0227Rho6.71Eff Leverage0.0559Vega