0.35Open0.50Pre Close4 Volume41 Open Interest255.00Strike Price100.00Turnover60.94%IV2.53%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0734Delta0.0306Gamma1743.13Leverage Ratio-1.0317Theta-0.0002Rho-127.96Eff Leverage0.0104Vega