0.50Open0.40Pre Close2 Volume61 Open Interest2.00Strike Price100.00Turnover82.29%IV5.04%PremiumDec 20, 2024Expiry Date0.38Intrinsic Value100Multiplier28DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.8121Delta0.4920Gamma5.29Leverage Ratio-0.0028Theta0.0012Rho4.29Eff Leverage0.0018Vega