0.20Open0.07Pre Close5 Volume564 Open Interest28.00Strike Price102.00Turnover82.56%IV6.12%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.2121Delta0.1693Gamma151.90Leverage Ratio-0.1140Theta0.0003Rho32.22Eff Leverage0.0060Vega