0.52Open0.71Pre Close2 Volume40 Open Interest50.00Strike Price104.00Turnover17.01%IV2.68%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.3784Delta0.1880Gamma94.62Leverage Ratio-0.0204Theta0.0106Rho35.80Eff Leverage0.0452Vega