0.20Open0.40Pre Close5 Volume457 Open Interest150.00Strike Price100.00Turnover26.23%IV11.84%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0546Delta0.0125Gamma671.50Leverage Ratio-0.0216Theta0.0045Rho36.67Eff Leverage0.0373Vega