0.25Open0.35Pre Close4 Volume45 Open Interest25.00Strike Price100.00Turnover22.68%IV3.83%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.2795Delta0.2401Gamma102.94Leverage Ratio-0.0104Theta-0.0038Rho-28.77Eff Leverage0.0208Vega