0.10Open0.17Pre Close10 Volume161 Open Interest6.00Strike Price100.00Turnover82.37%IV24.24%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1957Delta0.2732Gamma49.10Leverage Ratio-0.0062Theta0.0005Rho9.61Eff Leverage0.0034Vega