0.20Open0.10Pre Close5 Volume230 Open Interest230.00Strike Price100.00Turnover30.14%IV3.43%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.0796Delta0.0269Gamma1189.75Leverage Ratio-0.1563Theta-0.0011Rho-94.65Eff Leverage0.0270Vega