0.52Open0.45Pre Close2 Volume39 Open Interest35.00Strike Price104.00Turnover45.79%IV12.87%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.2169Delta0.0763Gamma69.93Leverage Ratio-0.0225Theta0.0045Rho15.17Eff Leverage0.0247Vega