0.20Open0.20Pre Close5 Volume4 Open Interest45.00Strike Price100.00Turnover46.18%IV18.67%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0968Delta0.0371Gamma190.45Leverage Ratio-0.0160Theta0.0024Rho18.44Eff Leverage0.0171Vega