0.05Open0.03Pre Close20 Volume135 Open Interest8.00Strike Price100.00Turnover64.04%IV19.44%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1182Delta0.2169Gamma134.80Leverage Ratio-0.0056Theta0.0003Rho15.94Eff Leverage0.0028Vega