0.10Open0.10Pre Close10 Volume67 Open Interest28.00Strike Price100.00Turnover27.68%IV9.04%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1211Delta0.1168Gamma257.70Leverage Ratio-0.0084Theta0.0018Rho31.20Eff Leverage0.0125Vega