0.02Open0.04Pre Close35 Volume606 Open Interest66.00Strike Price100.00Turnover79.25%IV11.18%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0540Delta0.0288Gamma698.71Leverage Ratio-0.0678Theta0.0002Rho37.72Eff Leverage0.0053Vega