0.10Open0.97Pre Close16 Volume7 Open Interest31.00Strike Price134.00Turnover38.43%IV0.16%PremiumJan 10, 2025Expiry Date0.03Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.4430Delta2.8986Gamma413.73Leverage Ratio-0.5791Theta0.0000Rho183.30Eff Leverage0.0014Vega