1.00Open1.27Pre Close1 Volume39 Open Interest22.50Strike Price100.00Turnover42.69%IV3.75%PremiumJan 17, 2025Expiry Date0.15Intrinsic Value100Multiplier20DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.5558Delta0.1753Gamma22.65Leverage Ratio-0.0241Theta0.0063Rho12.59Eff Leverage0.0209Vega