0.10Open0.15Pre Close10 Volume92 Open Interest7.00Strike Price100.00Turnover58.94%IV15.34%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1442Delta0.1804Gamma81.50Leverage Ratio-0.0055Theta-0.0008Rho-11.75Eff Leverage0.0049Vega