0.16Open0.21Pre Close7 Volume11 Open Interest126.50Strike Price100.00Turnover102.29%IV19.03%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.0365Delta0.0080Gamma759.93Leverage Ratio-0.1020Theta0.0003Rho27.76Eff Leverage0.0078Vega