0.10Open0.21Pre Close10 Volume96 Open Interest12.50Strike Price100.00Turnover44.22%IV4.62%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.2297Delta0.4167Gamma130.00Leverage Ratio-0.0189Theta-0.0005Rho-29.87Eff Leverage0.0050Vega