0.05Open0.04Pre Close20 Volume21.47K Open Interest2.50Strike Price100.00Turnover430.50%IV70.00%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1715Delta0.3879Gamma30.00Leverage Ratio-0.0214Theta0.0000Rho5.14Eff Leverage0.0004Vega