0.05Open0.05Pre Close20 Volume145 Open Interest14.00Strike Price100.00Turnover56.62%IV21.65%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0785Delta0.0987Gamma231.00Leverage Ratio-0.0058Theta0.0004Rho18.12Eff Leverage0.0038Vega