0.10Open0.06Pre Close15 Volume627 Open Interest2.00Strike Price100.00Turnover134.79%IV29.75%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2817Delta0.6743Gamma21.07Leverage Ratio-0.0043Theta0.0002Rho5.93Eff Leverage0.0013Vega