0.05Open0.05Pre Close20 Volume502 Open Interest15.00Strike Price100.00Turnover55.37%IV19.54%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0784Delta0.0990Gamma251.80Leverage Ratio-0.0066Theta0.0004Rho19.74Eff Leverage0.0039Vega