0.50Open2.64Pre Close2 Volume9 Open Interest665.00Strike Price100.00Turnover43.62%IV5.72%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.0380Delta0.0036Gamma1658.45Leverage Ratio-0.3168Theta-0.0014Rho-63.00Eff Leverage0.0430Vega