0.10Open0.10Pre Close10 Volume2.22K Open Interest6.85Strike Price100.00Turnover47.92%IV11.38%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2416Delta0.4199Gamma62.40Leverage Ratio-0.0053Theta0.0009Rho15.08Eff Leverage0.0048Vega