0.52Open0.71Pre Close2 Volume38 Open Interest50.00Strike Price104.00Turnover15.74%IV2.68%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.3706Delta0.1988Gamma103.58Leverage Ratio-0.0186Theta0.0107Rho38.38Eff Leverage0.0456Vega