0.50Open0.41Pre Close2 Volume44 Open Interest280.00Strike Price100.00Turnover12.67%IV4.25%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.1215Delta0.0239Gamma538.12Leverage Ratio-0.0415Theta0.0198Rho65.38Eff Leverage0.1343Vega