0.10Open0.48Pre Close10 Volume126 Open Interest252.50Strike Price100.00Turnover48.04%IV9.32%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0200Delta0.0036Gamma2783.50Leverage Ratio-0.0682Theta-0.0005Rho-55.56Eff Leverage0.0135Vega