0.05Open0.05Pre Close20 Volume607 Open Interest25.00Strike Price100.00Turnover110.58%IV29.86%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0453Delta0.0337Gamma385.80Leverage Ratio-0.0192Theta0.0001Rho17.49Eff Leverage0.0024Vega