0.05Open0.47Pre Close27 Volume35 Open Interest59.00Strike Price104.00Turnover97.63%IV10.17%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0442Delta0.0332Gamma1072.00Leverage Ratio-0.0500Theta0.0001Rho47.39Eff Leverage0.0027Vega