0.01Open0.01Pre Close100 Volume501 Open Interest14.50Strike Price100.00Turnover112.88%IV17.34%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0168Delta0.0261Gamma1753.00Leverage Ratio-0.0089Theta0.0000Rho-29.51Eff Leverage0.0006Vega