0.35Open0.40Pre Close2.45K Volume3.63K Open Interest9.00Strike Price101.01KTurnover41.65%IV4.23%PremiumJan 17, 2025Expiry Date0.02Intrinsic Value100Multiplier20DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.4813Delta0.4566Gamma25.66Leverage Ratio-0.0083Theta-0.0023Rho-12.35Eff Leverage0.0084Vega