0.10Open0.05Pre Close10 Volume739 Open Interest22.50Strike Price100.00Turnover104.18%IV16.02%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1033Delta0.0846Gamma194.80Leverage Ratio-0.0450Theta0.0002Rho20.12Eff Leverage0.0037Vega