0.05Open0.20Pre Close20 Volume230 Open Interest5.00Strike Price100.00Turnover250.03%IV179.01%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1117Delta0.1602Gamma36.20Leverage Ratio-0.0045Theta0.0001Rho4.04Eff Leverage0.0009Vega