0.25Open0.19Pre Close4 Volume473 Open Interest115.00Strike Price100.00Turnover31.95%IV7.68%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.0714Delta0.0196Gamma552.44Leverage Ratio-0.0406Theta-0.0025Rho-39.44Eff Leverage0.0296Vega