1.00Open4.80Pre Close1 Volume6 Open Interest90.00Strike Price100.00Turnover18.43%IV0.78%PremiumJan 17, 2025Expiry Date0.30Intrinsic Value100Multiplier6DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.5397Delta0.1827Gamma89.70Leverage Ratio-0.0656Theta-0.0075Rho-48.41Eff Leverage0.0471Vega