0.10Open0.08Pre Close10 Volume20 Open Interest170.00Strike Price100.00Turnover121.90%IV42.61%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0156Delta0.0021Gamma1192.80Leverage Ratio-0.0505Theta0.0003Rho18.64Eff Leverage0.0061Vega