0.05Open0.04Pre Close20 Volume280 Open Interest115.00Strike Price100.00Turnover59.81%IV17.76%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0188Delta0.0061Gamma1954.00Leverage Ratio-0.0245Theta0.0003Rho36.72Eff Leverage0.0058Vega