0.05Open0.11Pre Close14 Volume410 Open Interest135.00Strike Price101.00Turnover44.01%IV19.02%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0251Delta0.0060Gamma1261.11Leverage Ratio-0.0197Theta0.0011Rho31.70Eff Leverage0.0130Vega