0.10Open0.10Pre Close14 Volume644 Open Interest140.00Strike Price100.00Turnover40.23%IV25.57%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0182Delta0.0038Gamma1487.20Leverage Ratio-0.0103Theta0.0013Rho27.09Eff Leverage0.0131Vega