0.05Open0.31Pre Close20 Volume9 Open Interest7.00Strike Price100.00Turnover29.80%IV2.39%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.3042Delta1.3842Gamma142.40Leverage Ratio-0.0086Theta-0.0003Rho-43.32Eff Leverage0.0030Vega