0.30Open0.25Pre Close5 Volume76 Open Interest14.50Strike Price100.00Turnover141.67%IV0.68%PremiumJan 10, 2025Expiry Date0.15Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.5682Delta0.9464Gamma58.60Leverage Ratio-0.5671Theta0.0000Rho33.29Eff Leverage0.0012Vega