0.05Open0.08Pre Close20 Volume652 Open Interest25.00Strike Price100.00Turnover25.69%IV5.52%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1841Delta0.2085Gamma189.92Leverage Ratio-0.0111Theta0.0019Rho34.96Eff Leverage0.0132Vega