0.25Open0.16Pre Close4 Volume63 Open Interest95.00Strike Price100.00Turnover70.61%IV10.53%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.0690Delta0.0167Gamma423.60Leverage Ratio-0.1169Theta-0.0008Rho-29.25Eff Leverage0.0150Vega