0.20Open0.20Pre Close5 Volume2.77K Open Interest1.00Strike Price100.00Turnover188.53%IV4.35%PremiumJan 17, 2025Expiry Date0.15Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.7519Delta1.0843Gamma5.75Leverage Ratio-0.0073Theta0.0001Rho4.32Eff Leverage0.0005Vega