0.20Open0.25Pre Close5 Volume556 Open Interest55.00Strike Price100.00Turnover41.70%IV15.51%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1071Delta0.0363Gamma191.16Leverage Ratio-0.0202Theta0.0032Rho20.47Eff Leverage0.0225Vega