0.10Open0.07Pre Close10 Volume19 Open Interest20.00Strike Price100.00Turnover71.06%IV29.51%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0866Delta0.0587Gamma155.20Leverage Ratio-0.0098Theta0.0007Rho13.43Eff Leverage0.0060Vega