2.55Open2.55Pre Close251 Volume2.20K Open Interest62.50Strike Price100.14KTurnover40.75%IV0.86%PremiumDec 20, 2024Expiry Date4.25Intrinsic Value100Multiplier14DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.7933Delta0.0622Gamma12.39Leverage Ratio-0.0418Theta-0.0156Rho-9.83Eff Leverage0.0330Vega