0.35Open0.50Pre Close4 Volume42 Open Interest255.00Strike Price100.00Turnover48.71%IV2.53%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0734Delta0.0306Gamma1743.13Leverage Ratio-0.6577Theta-0.0002Rho-127.89Eff Leverage0.0130Vega