0.05Open0.84Pre Close20 Volume32 Open Interest130.00Strike Price100.00Turnover61.80%IV31.35%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0052Delta0.0005Gamma3786.00Leverage Ratio-0.0091Theta-0.0005Rho-19.70Eff Leverage0.0070Vega