0.55Open0.60Pre Close2 Volume35 Open Interest8.00Strike Price102.00Turnover54.20%IV2.42%PremiumJan 17, 2025Expiry Date0.27Intrinsic Value100Multiplier13DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.6497Delta0.4272Gamma16.54Leverage Ratio-0.0125Theta0.0018Rho10.75Eff Leverage0.0059Vega