0.10Open0.18Pre Close10 Volume77 Open Interest42.00Strike Price100.00Turnover28.89%IV10.35%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0869Delta0.0616Gamma381.50Leverage Ratio-0.0105Theta0.0017Rho33.16Eff Leverage0.0141Vega