0.10Open0.18Pre Close10 Volume77 Open Interest42.00Strike Price100.00Turnover28.37%IV10.32%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0862Delta0.0606Gamma381.60Leverage Ratio-0.0099Theta0.0018Rho32.90Eff Leverage0.0144Vega