0.25Open0.32Pre Close4 Volume204 Open Interest37.00Strike Price100.00Turnover41.27%IV14.23%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.1155Delta0.0602Gamma186.34Leverage Ratio-0.0152Theta0.0021Rho21.53Eff Leverage0.0153Vega