0.10Open0.15Pre Close10 Volume236 Open Interest17.50Strike Price100.00Turnover42.40%IV7.65%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2679Delta0.2051Gamma65.40Leverage Ratio-0.0141Theta0.0022Rho17.52Eff Leverage0.0125Vega