0.44Open1.32Pre Close2 Volume204 Open Interest27.00Strike Price104.00Turnover86.76%IV12.70%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.2898Delta0.0963Gamma44.53Leverage Ratio-0.0620Theta0.0018Rho12.90Eff Leverage0.0140Vega