1.00Open0.75Pre Close1 Volume72 Open Interest30.00Strike Price100.00Turnover32.41%IV3.26%PremiumJan 17, 2025Expiry Date0.02Intrinsic Value100Multiplier21DDays to Expiry0.98Extrinsic Value100Contract SizeAmericanOptions Type0.5317Delta0.1709Gamma30.79Leverage Ratio-0.0242Theta0.0086Rho16.37Eff Leverage0.0286Vega