0.10Open0.54Pre Close10 Volume1.68K Open Interest46.00Strike Price100.00Turnover41.73%IV18.94%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0596Delta0.0292Gamma387.60Leverage Ratio-0.0105Theta0.0014Rho23.11Eff Leverage0.0115Vega