0.30Open0.36Pre Close3 Volume7.47K Open Interest10.00Strike Price100.00Turnover33.65%IV1.57%PremiumJan 17, 2025Expiry Date0.19Intrinsic Value100Multiplier9DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.6577Delta0.6910Gamma31.35Leverage Ratio-0.0122Theta0.0015Rho20.62Eff Leverage0.0058Vega