0.10Open0.10Pre Close10 Volume429 Open Interest52.50Strike Price100.00Turnover45.88%IV13.93%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0634Delta0.0332Gamma461.70Leverage Ratio-0.0200Theta0.0009Rho29.26Eff Leverage0.0101Vega