0.05Open0.05Pre Close20 Volume21 Open Interest7.50Strike Price100.00Turnover205.64%IV136.68%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0811Delta0.0914Gamma63.80Leverage Ratio-0.0053Theta0.0001Rho5.17Eff Leverage0.0012Vega