35.70Open31.00Pre Close27 Volume371 Open Interest650.00Strike Price100.49KTurnover34.05%IV1.33%PremiumDec 20, 2024Expiry Date30.64Intrinsic Value100Multiplier16DDays to Expiry9.06Extrinsic Value100Contract SizeAmericanOptions Type0.7600Delta0.0064Gamma17.25Leverage Ratio-0.5313Theta0.2110Rho13.11Eff Leverage0.4443Vega