0.20Open0.07Pre Close5 Volume564 Open Interest28.00Strike Price102.00Turnover75.64%IV6.73%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.1813Delta0.1684Gamma176.20Leverage Ratio-0.0919Theta0.0003Rho31.94Eff Leverage0.0055Vega