0.05Open0.10Pre Close27 Volume1.90K Open Interest3.50Strike Price101.00Turnover362.98%IV77.83%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0976Delta0.2281Gamma66.17Leverage Ratio-0.0149Theta0.0000Rho6.46Eff Leverage0.0004Vega