0.05Open0.08Pre Close20 Volume77 Open Interest175.00Strike Price100.00Turnover34.53%IV14.70%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0100Delta0.0019Gamma4102.00Leverage Ratio-0.0117Theta-0.0007Rho-41.04Eff Leverage0.0111Vega