0.05Open0.03Pre Close20 Volume306 Open Interest16.00Strike Price100.00Turnover36.79%IV13.27%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0910Delta0.1337Gamma283.40Leverage Ratio-0.0051Theta0.0007Rho25.79Eff Leverage0.0054Vega