0.20Open0.10Pre Close5 Volume837 Open Interest65.00Strike Price100.00Turnover64.59%IV23.20%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0687Delta0.0191Gamma264.60Leverage Ratio-0.0301Theta0.0014Rho18.18Eff Leverage0.0142Vega