0.05Open0.06Pre Close16 Volume2.57K Open Interest1.00Strike Price100.00Turnover180.28%IV46.65%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.3042Delta1.0942Gamma14.32Leverage Ratio-0.0026Theta0.0001Rho4.36Eff Leverage0.0006Vega