0.52Open1.03Pre Close2 Volume134 Open Interest190.00Strike Price104.00Turnover25.27%IV5.19%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.1484Delta0.0290Gamma301.87Leverage Ratio-0.0858Theta0.0080Rho44.80Eff Leverage0.0731Vega