0.07Open0.07Pre Close0 Volume362 Open Interest3.00Strike Price0.00Turnover111.68%IV30.64%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.2201Delta0.4721Gamma33.57Leverage Ratio-0.0045Theta0.0003Rho7.39Eff Leverage0.0017Vega