0.05Open0.05Pre Close20 Volume832 Open Interest4.00Strike Price100.00Turnover55.03%IV14.73%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2003Delta0.5889Gamma70.60Leverage Ratio-0.0031Theta0.0004Rho14.14Eff Leverage0.0024Vega