0.05Open0.14Pre Close20 Volume142 Open Interest575.00Strike Price100.00Turnover71.29%IV3.66%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0066Delta0.0020Gamma17050.57Leverage Ratio-0.4347Theta0.0000Rho-112.83Eff Leverage0.0024Vega