0.05Open0.05Pre Close20 Volume254 Open Interest7.50Strike Price100.00Turnover25.20%IV4.57%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2411Delta0.8644Gamma144.40Leverage Ratio-0.0041Theta0.0007Rho34.81Eff Leverage0.0045Vega