0.05Open0.05Pre Close20 Volume274 Open Interest95.00Strike Price100.00Turnover125.30%IV28.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0107Delta0.0014Gamma1760.93Leverage Ratio-0.0435Theta-0.0002Rho-18.84Eff Leverage0.0044Vega