0.50Open1.55Pre Close2 Volume27 Open Interest58.00Strike Price100.00Turnover11.98%IV1.56%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.4369Delta0.2517Gamma115.20Leverage Ratio-0.0195Theta0.0127Rho50.33Eff Leverage0.0515Vega