0.05Open0.05Pre Close22 Volume442 Open Interest11.00Strike Price100.00Turnover52.35%IV25.28%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0866Delta0.1184Gamma176.40Leverage Ratio-0.0035Theta0.0006Rho15.27Eff Leverage0.0040Vega