0.02Open0.02Pre Close50 Volume26 Open Interest6.50Strike Price100.00Turnover245.05%IV12.67%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0657Delta0.1904Gamma371.00Leverage Ratio-0.0835Theta0.0000Rho-24.38Eff Leverage0.0004Vega