0.11Open0.15Pre Close7 Volume206 Open Interest12.50Strike Price101.00Turnover115.17%IV11.67%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.1575Delta0.1402Gamma93.13Leverage Ratio-0.0500Theta-0.0003Rho-14.66Eff Leverage0.0036Vega