0.05Open0.10Pre Close20 Volume199 Open Interest19.50Strike Price100.00Turnover228.86%IV38.16%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0493Delta0.0392Gamma283.00Leverage Ratio-0.0415Theta0.0000Rho13.95Eff Leverage0.0012Vega