0.05Open0.05Pre Close20 Volume17 Open Interest35.00Strike Price100.00Turnover269.43%IV72.66%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.3541Delta0.0250Gamma8.12Leverage Ratio-0.1037Theta0.0035Rho2.88Eff Leverage0.0205Vega