0.15Open0.80Pre Close7 Volume339 Open Interest50.00Strike Price100.00Turnover40.81%IV6.03%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1196Delta0.0921Gamma378.40Leverage Ratio-0.0460Theta0.0007Rho45.26Eff Leverage0.0106Vega