0.25Open0.35Pre Close4 Volume299 Open Interest110.00Strike Price100.00Turnover93.25%IV23.95%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.0547Delta0.0098Gamma355.80Leverage Ratio-0.0861Theta0.0009Rho19.45Eff Leverage0.0134Vega