46.03Open46.03Pre Close0 Volume47 Open Interest47.50Strike Price0.00Turnover204.43%IV11.77%PremiumJan 17, 2025Expiry Date36.18Intrinsic Value100Multiplier11DDays to Expiry9.85Extrinsic Value100Contract SizeAmericanOptions Type0.9625Delta0.0028Gamma2.28Leverage Ratio-0.1118Theta0.0131Rho2.19Eff Leverage0.0118Vega