0.05Open0.07Pre Close20 Volume148 Open Interest1.50Strike Price100.00Turnover118.01%IV0.65%PremiumJan 17, 2025Expiry Date0.04Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.6368Delta2.8182Gamma20.53Leverage Ratio-0.0148Theta0.0000Rho13.08Eff Leverage0.0004Vega