0.50Open2.64Pre Close2 Volume9 Open Interest665.00Strike Price100.00Turnover46.32%IV6.10%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.0425Delta0.0037Gamma1665.11Leverage Ratio-0.3796Theta-0.0016Rho-70.75Eff Leverage0.0474Vega