0.15Open0.30Pre Close9 Volume812 Open Interest40.00Strike Price100.00Turnover48.83%IV6.75%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0955Delta0.0776Gamma427.90Leverage Ratio-0.0434Theta-0.0004Rho-40.84Eff Leverage0.0076Vega