0.05Open0.05Pre Close20 Volume127 Open Interest370.00Strike Price100.00Turnover91.05%IV96.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0038Delta0.0003Gamma3774.60Leverage Ratio-0.0095Theta0.0005Rho14.42Eff Leverage0.0057Vega