2.55Open2.55Pre Close251 Volume2.20K Open Interest62.50Strike Price100.14KTurnover40.23%IV0.86%PremiumDec 20, 2024Expiry Date4.25Intrinsic Value100Multiplier15DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.7929Delta0.0623Gamma12.39Leverage Ratio-0.0406Theta-0.0160Rho-9.83Eff Leverage0.0336Vega