0.10Open0.55Pre Close10 Volume137 Open Interest210.00Strike Price100.00Turnover27.17%IV6.43%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0376Delta0.0122Gamma1974.00Leverage Ratio-0.0436Theta0.0012Rho74.28Eff Leverage0.0203Vega