0.05Open0.05Pre Close20 Volume108 Open Interest6.00Strike Price100.00Turnover103.52%IV41.03%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1088Delta0.1770Gamma85.80Leverage Ratio-0.0048Theta0.0002Rho9.33Eff Leverage0.0019Vega