0.10Open0.13Pre Close10 Volume62 Open Interest26.00Strike Price100.00Turnover17.08%IV1.64%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2941Delta0.6313Gamma256.80Leverage Ratio-0.0180Theta0.0012Rho75.52Eff Leverage0.0110Vega