0.05Open0.03Pre Close20 Volume396 Open Interest3.00Strike Price100.00Turnover231.26%IV61.38%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1555Delta0.3302Gamma37.80Leverage Ratio-0.0086Theta0.0001Rho5.88Eff Leverage0.0007Vega