0.05Open0.15Pre Close20 Volume125 Open Interest15.00Strike Price100.00Turnover62.94%IV10.69%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0793Delta0.1094Gamma334.80Leverage Ratio-0.0158Theta-0.0002Rho-26.53Eff Leverage0.0032Vega