0.05Open0.10Pre Close11 Volume352 Open Interest10.00Strike Price100.00Turnover23.54%IV5.76%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2692Delta0.5254Gamma95.50Leverage Ratio-0.0039Theta0.0019Rho25.71Eff Leverage0.0088Vega