0.05Open0.05Pre Close20 Volume342 Open Interest70.00Strike Price100.00Turnover71.51%IV23.80%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0121Delta0.0027Gamma1836.00Leverage Ratio-0.0147Theta-0.0003Rho-22.15Eff Leverage0.0050Vega