0.50Open0.55Pre Close2 Volume147 Open Interest27.00Strike Price100.00Turnover70.06%IV19.77%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.2484Delta0.0680Gamma36.74Leverage Ratio-0.0248Theta0.0043Rho9.13Eff Leverage0.0211Vega