0.10Open0.25Pre Close10 Volume27 Open Interest35.00Strike Price100.00Turnover50.73%IV4.03%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1480Delta0.1734Gamma337.40Leverage Ratio-0.0657Theta0.0003Rho49.92Eff Leverage0.0061Vega