0.05Open0.10Pre Close20 Volume46 Open Interest9.00Strike Price100.00Turnover54.96%IV20.99%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1065Delta0.1772Gamma149.60Leverage Ratio-0.0042Theta0.0005Rho15.93Eff Leverage0.0035Vega