0.50Open0.60Pre Close2 Volume131 Open Interest5.00Strike Price100.00Turnover72.08%IV5.16%PremiumJan 17, 2025Expiry Date0.23Intrinsic Value100Multiplier22DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.6388Delta0.3988Gamma10.46Leverage Ratio-0.0082Theta0.0018Rho6.68Eff Leverage0.0049Vega