0.40Open0.60Pre Close2 Volume24 Open Interest210.00Strike Price100.00Turnover40.79%IV6.71%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.0796Delta0.0175Gamma607.28Leverage Ratio-0.1442Theta0.0017Rho48.35Eff Leverage0.0307Vega