0.20Open0.16Pre Close5 Volume2.04K Open Interest18.00Strike Price100.00Turnover32.12%IV9.34%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2154Delta0.1967Gamma95.11Leverage Ratio-0.0081Theta0.0026Rho20.49Eff Leverage0.0135Vega