0.23Open0.75Pre Close4 Volume6 Open Interest11.00Strike Price104.00Turnover73.47%IV2.08%PremiumJan 10, 2025Expiry Date0.05Intrinsic Value100Multiplier2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.5468Delta0.6919Gamma43.33Leverage Ratio-0.0754Theta0.0003Rho23.69Eff Leverage0.0031Vega