0.05Open0.05Pre Close20 Volume2.23K Open Interest9.00Strike Price100.00Turnover85.03%IV30.59%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0915Delta0.1301Gamma138.60Leverage Ratio-0.0062Theta0.0003Rho12.68Eff Leverage0.0024Vega