0.05Open0.05Pre Close20 Volume319 Open Interest33.00Strike Price100.00Turnover47.08%IV9.20%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0529Delta0.0493Gamma725.80Leverage Ratio-0.0182Theta-0.0003Rho-38.41Eff Leverage0.0050Vega