0.25Open0.35Pre Close4 Volume45 Open Interest25.00Strike Price100.00Turnover22.86%IV3.75%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.2782Delta0.2381Gamma102.86Leverage Ratio-0.0105Theta-0.0038Rho-28.61Eff Leverage0.0207Vega