0.05Open0.07Pre Close20 Volume1.61K Open Interest10.00Strike Price100.00Turnover37.51%IV11.92%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1293Delta0.2622Gamma179.60Leverage Ratio-0.0042Theta0.0006Rho23.21Eff Leverage0.0045Vega