0.20Open0.30Pre Close5 Volume388 Open Interest16.00Strike Price100.00Turnover54.35%IV12.95%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.1696Delta0.0979Gamma80.67Leverage Ratio-0.0127Theta-0.0021Rho-13.68Eff Leverage0.0120Vega