0.15Open0.18Pre Close8 Volume343 Open Interest7.50Strike Price100.00Turnover101.46%IV19.47%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.3047Delta0.2180Gamma23.16Leverage Ratio-0.0128Theta0.0010Rho7.06Eff Leverage0.0055Vega