0.45Open0.46Pre Close2 Volume430 Open Interest2.00Strike Price100.00Turnover134.65%IV4.61%PremiumDec 20, 2024Expiry Date0.48Intrinsic Value100Multiplier17DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.7834Delta0.6635Gamma2.90Leverage Ratio-0.0036Theta-0.0007Rho-2.27Eff Leverage0.0010Vega