0.20Open0.20Pre Close5 Volume4 Open Interest45.00Strike Price100.00Turnover45.86%IV18.55%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0973Delta0.0375Gamma190.64Leverage Ratio-0.0160Theta0.0024Rho18.55Eff Leverage0.0172Vega