0.20Open0.35Pre Close6 Volume140 Open Interest12.50Strike Price102.00Turnover87.53%IV13.20%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1709Delta0.2006Gamma101.27Leverage Ratio-0.0262Theta0.0003Rho17.31Eff Leverage0.0037Vega