0.25Open0.31Pre Close4 Volume10 Open Interest19.00Strike Price100.00Turnover49.06%IV5.19%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.3834Delta0.2036Gamma38.53Leverage Ratio-0.0236Theta0.0029Rho14.77Eff Leverage0.0146Vega