0.20Open4.25Pre Close5 Volume21 Open Interest90.00Strike Price100.00Turnover2154.83%IV4.87%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier-3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1257Delta0.0635Gamma430.05Leverage Ratio-296.3302Theta0.0000Rho54.04Eff Leverage0.0003Vega