0.04Open1.05Pre Close6 Volume26 Open Interest23.00Strike Price25.00Turnover106.70%IV4.25%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1317Delta0.2782Gamma442.20Leverage Ratio-0.2105Theta0.0000Rho58.23Eff Leverage0.0015Vega