0.50Open0.50Pre Close2 Volume467 Open Interest6.00Strike Price100.00Turnover39.18%IV2.83%PremiumJan 17, 2025Expiry Date0.34Intrinsic Value100Multiplier22DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.7042Delta0.6437Gamma13.32Leverage Ratio-0.0038Theta-0.0022Rho-9.38Eff Leverage0.0048Vega