0.10Open0.10Pre Close10 Volume917 Open Interest22.50Strike Price100.00Turnover261.94%IV70.44%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0625Delta0.0297Gamma132.60Leverage Ratio-0.0443Theta0.0001Rho8.28Eff Leverage0.0019Vega