0.55Open0.35Pre Close2 Volume356 Open Interest33.00Strike Price100.00Turnover18.60%IV2.42%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.4410Delta0.2661Gamma68.76Leverage Ratio-0.0153Theta0.0083Rho30.32Eff Leverage0.0314Vega