0.10Open0.18Pre Close10 Volume77 Open Interest42.00Strike Price100.00Turnover27.87%IV10.18%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0873Delta0.0621Gamma382.10Leverage Ratio-0.0099Theta0.0019Rho33.35Eff Leverage0.0145Vega