0.20Open0.85Pre Close5 Volume144 Open Interest57.50Strike Price100.00Turnover58.97%IV4.32%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1396Delta0.1246Gamma442.48Leverage Ratio-0.1250Theta0.0002Rho61.79Eff Leverage0.0067Vega