0.11Open0.11Pre Close0 Volume28 Open Interest10.00Strike Price0.00Turnover31.81%IV6.43%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.2120Delta0.3623Gamma105.70Leverage Ratio-0.0054Theta-0.0012Rho-22.41Eff Leverage0.0073Vega