0.20Open2.65Pre Close5 Volume63 Open Interest66.00Strike Price100.00Turnover158.90%IV7.33%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1708Delta0.0600Gamma164.48Leverage Ratio-0.7901Theta0.0002Rho28.10Eff Leverage0.0068Vega