0.05Open0.05Pre Close20 Volume246 Open Interest7.50Strike Price100.00Turnover24.78%IV4.57%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2412Delta0.8654Gamma144.40Leverage Ratio-0.0040Theta0.0007Rho34.83Eff Leverage0.0045Vega