0.50Open0.41Pre Close2 Volume377 Open Interest20.00Strike Price100.00Turnover26.67%IV1.64%PremiumDec 20, 2024Expiry Date0.17Intrinsic Value100Multiplier9DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.5965Delta0.4454Gamma44.82Leverage Ratio-0.0195Theta0.0030Rho26.74Eff Leverage0.0126Vega