0.50Open0.50Pre Close2 Volume29 Open Interest15.00Strike Price100.00Turnover162.30%IV27.47%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.2733Delta0.0975Gamma24.32Leverage Ratio-0.0529Theta0.0008Rho6.65Eff Leverage0.0070Vega