2.55Open2.55Pre Close251 Volume2.28K Open Interest62.50Strike Price100.14KTurnover42.52%IV0.86%PremiumDec 20, 2024Expiry Date4.25Intrinsic Value100Multiplier14DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.7839Delta0.0614Gamma12.26Leverage Ratio-0.0455Theta-0.0155Rho-9.61Eff Leverage0.0337Vega