0.05Open0.05Pre Close20 Volume319 Open Interest33.00Strike Price100.00Turnover51.16%IV9.20%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0530Delta0.0494Gamma725.80Leverage Ratio-0.0212Theta-0.0003Rho-38.44Eff Leverage0.0046Vega