0.20Open0.20Pre Close5 Volume1.25K Open Interest11.00Strike Price100.00Turnover77.71%IV24.79%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1902Delta0.1481Gamma51.29Leverage Ratio-0.0101Theta0.0011Rho9.75Eff Leverage0.0064Vega