0.05Open0.07Pre Close18 Volume213 Open Interest395.00Strike Price103.00Turnover50.90%IV9.81%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0123Delta0.0022Gamma5996.00Leverage Ratio-0.0568Theta0.0003Rho73.78Eff Leverage0.0089Vega