0.05Open0.05Pre Close20 Volume78 Open Interest2.00Strike Price100.00Turnover63.88%IV12.02%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.3077Delta1.2831Gamma36.60Leverage Ratio-0.0025Theta0.0003Rho11.26Eff Leverage0.0015Vega