0.10Open0.15Pre Close10 Volume675 Open Interest125.00Strike Price100.00Turnover24.55%IV12.17%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0374Delta0.0119Gamma1115.30Leverage Ratio-0.0124Theta0.0025Rho41.67Eff Leverage0.0227Vega