0.50Open0.46Pre Close2 Volume48 Open Interest72.00Strike Price100.00Turnover6.44%IV0.82%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.5248Delta0.4000Gamma169.20Leverage Ratio-0.0164Theta0.0173Rho88.79Eff Leverage0.0616Vega