0.18Open0.20Pre Close8 Volume639 Open Interest44.00Strike Price102.00Turnover20.36%IV4.18%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.1766Delta0.1619Gamma282.60Leverage Ratio-0.0174Theta0.0025Rho49.91Eff Leverage0.0204Vega